Shrinkage for Rust

Fit regularized statistical models with reusable datafits, penalties, and solvers. Start with Lasso for Gaussian lasso, or compose a Problem and select a compatible solver with fit_with.

Enable the matrix integration you need through optional Cargo features. The installation guide lists supported backend versions. The modeling guide explains coefficient scales, loss normalization, penalties, and intercepts.

Browse the API reference below, or explore the mathematical definitions of datafits, penalties, and solvers.

Fitted results retain original-scale coefficients and preprocessing for prediction. Inspect the termination reason and stopping diagnostics before treating a fit as converged. Single typed fits also support fit_with_observer for observing accepted optimization states.