Update documentation for LinearSVC and supported loss with l1 penalty

Describe the bug

The method LinearSVC crashes when the combination of parameters penalty = ‘l1’ and loss = ‘hinge’ are set.

Steps/Code to Reproduce

Example:

from sklearn.svm import LinearSVC
C = 0.0001
X = [[0, 0], [1, 1]]
y = [0, 1]
clf = LinearSVC(penalty='l1', loss='hinge', C=C, dual=False)
clf.fit(X=X, y=y)

Expected Results

An instance of the classifier estimator.

Actual Results

This is the error message that I received. As it can be observed, it seems that the combination of l1 penalty and hinge loss is not supported.

Traceback (most recent call last):
  File "C:\ProgramData\Anaconda3\lib\site-packages\IPython\core\interactiveshell.py", line 3325, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-23-b0953fbb1d6e>", line 1, in <module>
    clf.fit(X, y)
  File "C:\ProgramData\Anaconda3\lib\site-packages\sklearn\svm\classes.py", line 237, in fit
    self.loss, sample_weight=sample_weight)
  File "C:\ProgramData\Anaconda3\lib\site-packages\sklearn\svm\base.py", line 917, in _fit_liblinear
    solver_type = _get_liblinear_solver_type(multi_class, penalty, loss, dual)
  File "C:\ProgramData\Anaconda3\lib\site-packages\sklearn\svm\base.py", line 773, in _get_liblinear_solver_type
    % (error_string, penalty, loss, dual))
ValueError: Unsupported set of arguments: The combination of penalty='l1' and loss='hinge' is not supported, Parameters: penalty='l1', loss='hinge', dual=False

Versions

This is the output that I have when the function sklearn.show_versions() is executed. Maybe the problem was due to some of the executables that cannot be located.

Could not locate executable g77
Could not locate executable f77
Could not locate executable ifort
Could not locate executable ifl
Could not locate executable f90
Could not locate executable C:\Program
Could not locate executable efl
Could not locate executable gfortran
Could not locate executable f95
Could not locate executable g95
Could not locate executable efort
Could not locate executable efc
Could not locate executable flang
don't know how to compile Fortran code on platform 'nt'

System:
    python: 3.7.3 (default, Apr 24 2019, 15:29:51) [MSC v.1915 64 bit (AMD64)]
executable: C:\ProgramData\Anaconda3\python.exe
   machine: Windows-10-10.0.19041-SP0

BLAS:
    macros: 
  lib_dirs: 
cblas_libs: cblas

Python deps:
       pip: 19.1.1
setuptools: 41.0.1
   sklearn: 0.21.2
     numpy: 1.16.4
     scipy: 1.2.1
    Cython: 0.29.12
    pandas: 0.24.2
C:\ProgramData\Anaconda3\lib\site-packages\numpy\distutils\system_info.py:639: UserWarning: 
    Atlas (http://math-atlas.sourceforge.net/) libraries not found.
    Directories to search for the libraries can be specified in the
    numpy/distutils/site.cfg file (section [atlas]) or by setting
    the ATLAS environment variable.
  self.calc_info()
C:\ProgramData\Anaconda3\lib\site-packages\numpy\distutils\system_info.py:639: UserWarning: 
    Blas (http://www.netlib.org/blas/) libraries not found.
    Directories to search for the libraries can be specified in the
    numpy/distutils/site.cfg file (section [blas]) or by setting
    the BLAS environment variable.
  self.calc_info()
C:\ProgramData\Anaconda3\lib\site-packages\numpy\distutils\system_info.py:639: UserWarning: 
    Blas (http://www.netlib.org/blas/) sources not found.
    Directories to search for the sources can be specified in the
    numpy/distutils/site.cfg file (section [blas_src]) or by setting
    the BLAS_SRC environment variable.
  self.calc_info()

[glemaitre]

The page to update is the following:

• https://github.com/scikit-learn/scikit-learn/blob/master/doc/modules/svm.rst
• and probably we could improve the docstring of the estimator by mentioning the compatible supported choice.

[ikedaosushi]

@glemaitre Thanks I understand. The document certainly refers deprecated loss='l2'. Also improving the docstring seems nice. I’ll take the issue.