    Number of OpenMP threads to use.
raw_prediction : C-contiguous array of shape (n_samples,) or array of             shape (n_samples, n_classes)
    Raw prediction values (in link space). If provided, these are used. If
    None, then raw_prediction = X @ coef + intercept is calculated.

Returns
-------
loss : float
    Weighted average of losses per sample, plus penalty.
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