In this case, SGD just means a linear model that is fit using stochastic gradient descent instead of batch gradient methods. If you want to have more control about the combination of model / loss function / optimization algorithm, http://contrib.scikit-learn.org/lightning/ is better oriented for that specific use case.

On Mon, Oct 28, 2019 at 2:01 PM Bulbul Ahmmed via scikit-learn <scikit-learn@python.org> wrote:

Dear Scikit Learn Community!

Scikit learn puts stochastic gradient descent (SGD) as an ML model under the umbrella of linear model. I know SGD is an optimization algorithm. My question is: can we say SGD is an ML model? Thanks,

Best Regards,
Bulbul
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