title: How to get probabilities for SGDClassifier (LinearSVM)
body: <p>I'm using <code>SGDClassifier</code> with <code>loss function = "hinge"</code>. But hinge loss does not support probability estimates for class labels. </p>
  
  <p>I need probabilities for calculating <code>roc_curve</code>. How can I get probabilities for hinge loss in SGDClassifier without using SVC from svm?</p>
  
  <p>I've seen people mention about using <a href="https://scikit-learn.org/stable/modules/generated/sklearn.calibration.CalibratedClassifierCV.html]" rel="nofollow noreferrer">CalibratedClassifierCV</a> to get the probabilities but I've never used it and I don't know how it works.</p>
  
  <p>I really appreciate the help. Thanks</p>