shrinkage::MultivariateFit
Shrinkage for Rust · rust · 0.3.0
Source: src/fit/multivariate.rs
Original-scale feature-by-response coefficients and one intercept per response.
Coefficients use CoefficientLayout's response-major storage. The objective and stopping diagnostics refer to the complete joint optimization-scale problem, including all responses. No dual certificate is reported.
Inherent implementation
Source: src/fit/multivariate.rs
coefficients
Source: src/fit/multivariate.rs
Original-scale coefficients in response-major order.
coefficients_for_response
Source: src/fit/multivariate.rs
Original-scale feature coefficients for one response.
intercepts
Source: src/fit/multivariate.rs
Original-scale intercepts, including each response's centering correction.
iterations
Source: src/fit/multivariate.rs
Number of accepted joint proximal updates.
layout
Source: src/fit/multivariate.rs
Explicit feature and response dimensions of the fitted coefficients.
objective
Source: src/fit/multivariate.rs
Final primal objective P(beta_0, beta) = F(beta_0, beta) + R(beta).
predict
Source: src/fit/multivariate.rs
Sized> Predict response columns from raw training-order features.
Entry (observation, response) has index response * x.nrows() + observation. Prediction uses fitted parameters without estimating new statistics. Empty prediction batches return an empty vector.
Errors
Reject feature-count mismatches, invalid entries, dimension overflow, or nonfinite arithmetic.
preprocessing
Source: src/fit/multivariate.rs
Shared training-feature normalization metadata.
step_size
Source: src/fit/multivariate.rs
Step that passed the final smooth quadratic-bound check.
stopping_criterion
Source: src/fit/multivariate.rs
Criterion selected for the joint fit.
stopping_threshold
Source: src/fit/multivariate.rs
Absolute mapping threshold used to certify convergence.
stopping_value
Source: src/fit/multivariate.rs
Infinity norm of the complete coefficient mapping and all free-intercept derivatives, evaluated at the returned parameters.
termination
Source: src/fit/multivariate.rs
Whether the joint fit converged or exhausted its iteration budget.
Implementation of Clone
Source: src/fit/multivariate.rs
clone
Source: src/fit/multivariate.rs
Implementation of Debug
Source: src/fit/multivariate.rs
fmt
Source: src/fit/multivariate.rs
Implementation of Freeze
Implementation of RefUnwindSafe
Implementation of Send
Implementation of Sync
Implementation of Unpin
Implementation of UnsafeUnpin
Implementation of UnwindSafe
Implementation of Any
Implementation of Borrow
Implementation of BorrowMut
Implementation of ByRef
Implementation of CastableFrom
Implementation of CastableFrom
Implementation of CloneToUninit
Implementation of From
Implementation of Imply
Implementation of Into
Implementation of IntoEither
Implementation of Pointable
Implementation of Read
Implementation of Same
Implementation of SupersetOf
Implementation of ToOwned
Implementation of TryFrom
Implementation of TryInto
