[scikit-learn] No convergence warning in logistic regression
benoit.presles at u-bourgogne.fr
Fri Aug 30 10:52:30 EDT 2019
I compared the logistic regression of statsmodels (Logit) with the
logistic regression of sklearn (LogisticRegression). As I do not do
regularization, I use the fit method with statsmodels and set
penalty='none' in sklearn. Most of the time, I have got the same results
between the two packages.
However, when data are correlated, it is not the case. In fact, I have
got a very useful convergence warning with statsmodel
(ConvergenceWarning: Maximum Likelihood optimization failed to converge)
that I do not have with sklearn? Is it normal that I do not have any
convergence warning with sklearn even if I put verbose=1? I guess
sklearn did not converge either.
Thanks for your help,
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