Linear models

Scikit-learn

• SVC / SVR
  • Sklearn wraps libLinear and libSVM
  • Compile yourself for multicore support
• LogisticRegression / LinearRegression + regularizers
• SGDClassifier / SGDRegressor

Vowpal Wabbit

• FTRL

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