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I found that when hinge features only are used, I do not get the expected results when I increase the regularization multiplier -- sometimes the number of non-zero betas goes down, but sometimes it goes up. Please run this example to see this behavior. Why would this be? Shouldn't the number of non-zero betas for a model with rm = n always be equal to or lower than a model with rm = n - 1?
I found that when hinge features only are used, I do not get the expected results when I increase the regularization multiplier -- sometimes the number of non-zero betas goes down, but sometimes it goes up. Please run this example to see this behavior. Why would this be? Shouldn't the number of non-zero betas for a model with rm = n always be equal to or lower than a model with rm = n - 1?
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