Randomized LR is supposed to be a feature selection method, not a classifier in and of itself. Its API matches that of a standard scikit-learn transformer:
randomlr = RandomizedLogisticRegression()
X_train = randomlr.fit_transform(X_train)
X_test = randomlr.transform(X_test)
Then fit a model to X_train
and do classification on X_test
as usual.