Linear models
-
- Compile yourself for multicore support
- LogisticRegression / LinearRegression + regularizers
- SGDClassifier / SGDRegressor
Regularization parameter (C, alpha, lambda, …)
- Start with very small value and increase it.
- SVC starts to work slower as C increases
Regularization type
- L1/L2/L1+L2
- L1 can be used for feature selection