Shrinkage

shrinkage::QuadraticModelDatafit

Shrinkage for Rust · rust · 0.3.0

Source: src/datafit.rs

pub trait QuadraticModelDatafit: DifferentiableDatafit

A differentiable loss with nonnegative diagonal working curvature.

Curvature constructs a local quadratic model; it need not be the observed Hessian. IRLS checks descent and stationarity against the original loss.

Methods

initial_intercept

Source: src/datafit.rs

fn initial_intercept(&self) -> Result<f64, FitError>

Choose a finite cold-start intercept, leaving existing models at zero.

Errors

Reject invalid responses, link configuration, or initialization.

valid_predictor

Source: src/datafit.rs

fn valid_predictor(&self, _predictor: &[f64]) -> bool

Whether a predictor lies in the domain of the original loss.

working_curvature

Source: src/datafit.rs

fn working_curvature(
    &self,
    predictor: &[f64],
    output: &mut [f64]
) -> Result<(), FitError>

Write finite, nonnegative curvature using the loss's normalization.

Errors

Reject invalid inputs or arithmetic. Output is unspecified after failure.

Implementation of QuadraticModelDatafit

Source: src/datafit/binomial.rs

impl QuadraticModelDatafit for Binomial<'_>

Implementation of QuadraticModelDatafit

Source: src/datafit/gaussian.rs

impl QuadraticModelDatafit for Gaussian<'_>

Implementation of QuadraticModelDatafit

Source: src/datafit/linked.rs

impl<L: Link> QuadraticModelDatafit for LinkedDatafit<shrinkage::Binomial<'_>, L>

Implementation of QuadraticModelDatafit

Source: src/datafit/linked.rs

impl<L: Link> QuadraticModelDatafit for LinkedDatafit<shrinkage::Gaussian<'_>, L>