[pymvpa] Penalized logistic regression (PLR)

[Vincent Taschereau-Dumouchel]

Dear All,

I am trying to run a simple logistic regression in pyMVPA and I am having some difficulties finding the way to go. I think it might be possible to achieve using the penalized logistic regression (PLR) classifier but I ran a few tests with different parameters and it is not clear to me which should be used. More specifically, if I understand correctly, the penalty term lambda should affect the number of features that are selected for the classification, but using the get_sensitivity_analyzer function it seems that no weights end up with values of 0 either with very small or very high lambda values. Anyone can help with this issue? 
Thank you very much for your help!

Vincent