Plot classification probability

Plot the classification probability for different classifiers. We use a 3 class dataset, and we classify it with a Support Vector classifier, L1 and L2 penalized logistic regression with either a One-Vs-Rest or multinomial setting, and Gaussian process classification.

Linear SVC is not a probabilistic classifier by default but it has a built-in calibration option enabled in this example (probability=True).

The logistic regression with One-Vs-Rest is not a multiclass classifier out of the box. As a result it has more trouble in separating class 2 and 3 than the other estimators.