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Choosing the right solver for a problem (logistic regression) can save a lot of time. Code from:
import time
from sklearn.datasets import make_classification
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LogisticRegression
# Set training and validation sets
X, y = make_classification(n_samples=1000000, n_features=1000, n_classes = 2)
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=10000)
# Solvers
solvers = ['liblinear', 'saga']
for sol in solvers:
start = time.time()
logreg = LogisticRegression(solver=sol), y_train)
end = time.time()
print(sol + " Fit Time: ",end-start)
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