After I instantiate a scikit model (e.g. LinearRegression), if I call its fit() method multiple times (with different X and y data), what happens? Does it fit the model on the data like if I just re-instantiated the model (i.e. from scratch), or does it keep into accounts data already fitted from the previous call to fit()?
Trying with LinearRegression (also looking at its source code) it seems to me that every time I call fit(), it fits from scratch, ignoring the result of any previous call to the same method. I wonder if this true in general, and I can rely on this behavior for all models/pipelines of scikit learn.
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Answer
If you will execute model.fit(X_train, y_train) for a second time – it’ll overwrite all previously fitted coefficients, weights, intercept (bias), etc.
If you want to fit just a portion of your data set and then to improve your model by fitting a new data, then you can use estimators, supporting “Incremental learning” (those, that implement partial_fit() method)