Estoy usando scikit-learn para realizar una regresión logística con validación cruzada en un conjunto de datos (alrededor de 14 parámetros con >7000 observaciones normalizadas). También tengo un clasificador objetivo que tiene un valor de 1 o 0.
El problema que tengo es que independientemente del solucionador utilizado, sigo recibiendo advertencias de convergencia...
model1 = linear_model.LogisticRegressionCV(cv=10,verbose=1,n_jobs=-1,scoring='roc_auc',solver='newton-cg',penalty='l2')
/home/b/anaconda/lib/python2.7/site-packages/scipy/optimize/linesearch.py:285: LineSearchWarning: The line search algorithm did not converge
warn('The line search algorithm did not converge', LineSearchWarning)
/home/b/anaconda/lib/python2.7/site-packages/sklearn/utils/optimize.py:193: UserWarning: Line Search failed
model2 = linear_model.LogisticRegressionCV(cv=10,verbose=1,n_jobs=-1,scoring='roc_auc',solver='sag',penalty='l2')
max_iter reached after 2 seconds
max_iter reached after 2 seconds
max_iter reached after 2 seconds
max_iter reached after 2 seconds
max_iter reached after 2 seconds
max_iter reached after 2 seconds
max_iter reached after 2 second
model3 = linear_model.LogisticRegressionCV(cv=10,verbose=1,n_jobs=-1,scoring='roc_auc',solver='lbfgs',penalty='l2')
/home/b/anaconda/lib/python2.7/site-packages/sklearn/linear_model/logistic.py:701: UserWarning: lbfgs failed to converge. Increase the number of iterations.
warnings.warn("lbfgs failed to converge. Increase the number "
model4 = linear_model.LogisticRegressionCV(cv=10,verbose=1,n_jobs=-1,scoring='roc_auc',solver='liblinear',penalty='l2')
cg reaches trust region boundary
iter 18 act 1.382e+06 pre 1.213e+06 delta 1.860e+01 f 7.500e+06 |g| 1.696e+06 CG 8
iter 2 act 1.891e+06 pre 1.553e+06 delta 1.060e-01 f 1.397e+07 |g| 1.208e+08 CG 4
iter 4 act 2.757e+04 pre 2.618e+04 delta 1.063e-01 f 1.177e+07 |g| 2.354e+07 CG 4
iter 18 act 1.659e+04 pre 1.597e+04 delta 1.506e+01 f 7.205e+06 |g| 4.078e+06 CG 4
cg reaches trust region boundary
iter 7 act 1.117e+05 pre 1.090e+05 delta 4.146e-01 f 1.161e+07 |g| 9.522e+05 CG 4
iter 31 act 1.748e+03 pre 1.813e+03 delta 2.423e+01 f 6.228e+05 |g| 5.657e+03 CG 14
¿Qué debo hacer para dejar de recibir las advertencias?
