[scikit-learn] No convergence warning in logistic regression

Benoît Presles benoit.presles at u-bourgogne.fr
Fri Aug 30 10:52:30 EDT 2019

Dear all,

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,
Best regards,

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