title: which coefficients go to which class in multiclass logistic regression in scikit learn?
body: <p>I'm using scikit learn's Logistic Regression for a multiclass problem. </p>
  
  <pre><code>logit = LogisticRegression(penalty='l1')
  logit = logit.fit(X, y)
  </code></pre>
  
  <p>I'm interested in which features are driving this decision. </p>
  
  <pre><code>logit.coef_
  </code></pre>
  
  <p>The above gives me a beautiful dataframe in <code>(n_classes, n_features)</code> format,  but all the classes and feature names are gone. With features, that's okay, because making the assumption that they're indexed the same way as I passed them in seems safe...</p>
  
  <p>But with classes, it's a problem, since I never explicitly passed in the classes in any order. So which class do coefficient sets (rows in the dataframe) 0, 1, 2, and 3 belong to? </p>