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[MRG+1] ENH add multi_class='auto' for LogisticRegression, default from 0.22; default solver will be 'lbfgs' #11905
'auto' will be default from 0.22. Also sets solver='lbfgs' to default from 0.22.
This is okay to merge for RC, but I've not yet done a couple of things we should do for the final version:
I may not have time to finish this for a couple of days.