Looking at the code of LogisticRegression, I have just noticed that it converts automatically the data to float64. I would expect at least the SAG, SAGA, newton-cg and lbfgs solvers to be able to work with float32.

Also, in a similar line of thoughts, the code converts to C-ordered data. How useful / necessary is this for solvers others than liblinear.

I am asking these questions because it seems that we could reduce the memory footprint of LogisticRegression.

Ping @arthurmensch for the SAG part.