I am using GridSearchCV to do classification and my codes are:

parameter_grid_SVM = {'dual':[True,False],'loss':["squared_hinge","hinge"],'penalty':["l1","l2"] }
clf = GridSearchCV(LinearSVC(),param_grid=parameter_grid_SVM,verbose=2)
clf.fit(trian_data, labels)

And then, I meet the error

ValueError: Unsupported set of arguments: penalty='l1' is only supported when dual='false'., Parameters: penalty='l1', loss='hinge', dual=False

later on I change my code to :

clf = GridSearchCV(LinearSVC(penalty='l1',dual=False),verbose=2)

And I meet the error

TypeError: init() takes at least 3 arguments (3 given)

I also tried:

parameter_grid_SVM = {'loss':["squared_hinge"]}
clf = GridSearchCV(LinearSVC(penalty='l1',dual=False),param_grid=parameter_grid_SVM,verbose=2)
clf.fit(trian_data, labels)

However, I still have the error

ValueError: Unsupported set of arguments: penalty='l1' is only supported when dual='false'., Parameters: penalty='l1', loss='squared_hinge', dual=False

Anyone has idea what I should do to deal with that?

I also met this problem when doing sparse SVM. I find one piece of working demo code in this page SVM module explanation. Hope it might help.

clf = LinearSVC(loss='l2', penalty='l1', dual=False)