scikit-learn · dsullivan7 · Oct 30, 2014 · Oct 30, 2014 · Oct 31, 2014 · Nov 5, 2014
diff --git a/examples/linear_model/plot_sgd_comparison.py b/examples/linear_model/plot_sgd_comparison.py
@@ -15,7 +15,7 @@
 from sklearn import datasets
 
 from sklearn.cross_validation import train_test_split
-from sklearn.linear_model import SGDClassifier, Perceptron
+from sklearn.linear_model import SGDClassifier, Perceptron, SAGClassifier
 from sklearn.linear_model import PassiveAggressiveClassifier
 
 heldout = [0.95, 0.90, 0.75, 0.50, 0.01]
@@ -31,11 +31,13 @@
                                                          C=1.0)),
     ("Passive-Aggressive II", PassiveAggressiveClassifier(loss='squared_hinge',
                                                           C=1.0)),
+    ("SAGClassifier", SAGClassifier(random_state=77, tol=.1))
 ]
 
 xx = 1. - np.array(heldout)
 
 for name, clf in classifiers:
+    print("training %s" % name)
     rng = np.random.RandomState(42)
     yy = []
     for i in heldout:

diff --git a/sklearn/linear_model/__init__.py b/sklearn/linear_model/__init__.py
@@ -18,6 +18,7 @@
                                  lasso_path, enet_path, MultiTaskLasso,
                                  MultiTaskElasticNet, MultiTaskElasticNetCV,
                                  MultiTaskLassoCV)
+from .sag import SAGClassifier, SAGRegressor
 from .sgd_fast import Hinge, Log, ModifiedHuber, SquaredLoss, Huber
 from .stochastic_gradient import SGDClassifier, SGDRegressor
 from .ridge import (Ridge, RidgeCV, RidgeClassifier, RidgeClassifierCV,
@@ -67,6 +68,8 @@
            'RidgeCV',
            'RidgeClassifier',
            'RidgeClassifierCV',
+           'SAGClassifier',
+           'SAGRegressor',
            'SGDClassifier',
            'SGDRegressor',
            'SquaredLoss',