shrinkage::IrlsFit
Shrinkage for Rust · rust · 0.3.0
Source: src/fit/irls.rs
Original-scale parameters and full-loss KKT diagnostics from crate::Irls.
Predictions are linear predictors, including logits for default binomial models. Objectives and KKT violations use optimization-scale coefficients. A finite KKT tolerance certifies approximate stationarity, not existence of a finite exact optimum for a separated or constant-boundary binomial model.
Inherent implementation
Source: src/fit/irls.rs
coefficients
Source: src/fit/irls.rs
Original-scale coefficients in training-column order.
coordinate_sweeps
Source: src/fit/irls.rs
Total coordinate sweeps across all quadratic models for this fit.
intercept
Source: src/fit/irls.rs
Original-scale intercept, including the correction for centering.
iterations
Source: src/fit/irls.rs
Number of accepted outer IRLS steps.
kkt_violation
Source: src/fit/irls.rs
Maximum full-loss KKT violation, including the unpenalized intercept.
objective
Source: src/fit/irls.rs
Final primal objective P(beta_0, beta) = F(beta_0, beta) + R(beta).
predict
Source: src/fit/irls.rs
Sized> Predict linear predictors using original-scale parameters and raw columns.
Errors
Reject feature-count mismatches, invalid entries, or nonfinite arithmetic.
preprocessing
Source: src/fit/irls.rs
Training normalization reused by this fit.
stopping_criterion
Source: src/fit/irls.rs
The absolute KKT stopping criterion used for this fit.
stopping_threshold
Source: src/fit/irls.rs
Absolute KKT threshold.
stopping_value
Source: src/fit/irls.rs
Final full-loss KKT violation.
termination
Source: src/fit/irls.rs
Whether a full KKT check passed or the outer iteration budget expired.
working_set_diagnostics
Source: src/fit/irls.rs
Work performed by heuristic feature selection, separate from safe screening.
Implementation of Clone
Source: src/fit/irls.rs
clone
Source: src/fit/irls.rs
Implementation of Debug
Source: src/fit/irls.rs
fmt
Source: src/fit/irls.rs
Implementation of ValidationFit
Source: src/cross_validation.rs
predict
Source: src/cross_validation.rs
Sized> termination
Source: src/cross_validation.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
