the loss shall be `-np.sum(np.log(1 + np.exp(-y[:, None]*np.dot(X, w)))) + .5 * alpha * w.dot(w)`

maybe it's a numerical trick..

@GaelVaroquaux @fabianp ?

this might help : http://www.hongliangjie.com/wp-content/uploads/2011/10/logistic.pdf