I'm training a Logistic Regression classifier on text data. I found that many of my data points have more than one target class. Is it possible to modify my model to output more than one class based on the data. I plan to split multi-class data points in my training set into distinct classes(i.e. if one x has 3 classes, I will split that text into three so that each different text has a unique class associated with it). Then when I predict on the test data if I will output n classes such that
Probability(Class_1)+Probabilty(Class_2)+...+Probabilty(Class_n)>0.95
I will use the prdict_proba method of LogisticRegression for this. Is it a correct way of doing this?. your help is much appreciated.