shrinkage::HybridFit
Shrinkage for Rust · rust · 0.3.0
Source: src/fit/hybrid.rs
Original-scale parameters and full-space hybrid diagnostics.
Cluster labels and values refer to optimization-scale coefficients. Clustered lasso orders blocks by value; chain fused lasso orders contiguous segments by feature and retains zero-weight edges as segment boundaries. SLOPE orders equal-magnitude blocks decreasingly and retains individual signs in Self::coefficient_signs. Scaling can change equalities among the reported original-scale parameters. Gap Safe certificates refer to the original loss and full design. A sweep that leaves all blocks unchanged does not certify convergence; check Self::termination and the full mapping.
Inherent implementation
Source: src/fit/hybrid.rs
backtracks
Source: src/fit/hybrid.rs
Number of rejected trials followed by a curvature doubling.
cluster_labels
Source: src/fit/hybrid.rs
Cluster label of each feature, indexing Self::cluster_values.
cluster_values
Source: src/fit/hybrid.rs
Optimization-scale block values, with positive zeros. Clustered lasso returns strictly increasing values. Chain fused lasso returns signed segment values in feature order, which may repeat. SLOPE returns strictly decreasing nonnegative magnitudes, with zero last when present. For SLOPE, coefficient j on the optimization scale equals coefficient_signs()[j] * cluster_values()[cluster_labels()[j]]. Equal original-scale values need not share a label when training scales differ.
coefficient_signs
Source: src/fit/hybrid.rs
Optimization-scale coefficient signs in feature order: -1, 0, or 1. Both signed zeros have sign zero. Signs are recorded before coefficient back-transformation; SLOPE clusters may contain both nonzero signs.
coefficients
Source: src/fit/hybrid.rs
Original-scale coefficients in training-column order.
coordinate_sweeps
Source: src/fit/hybrid.rs
Number of cluster-coordinate sweeps over the current working set.
diagnostic_checks
Source: src/fit/hybrid.rs
Number of refreshed inner diagnostic checks. Logistic checks use the fixed-zero quadratic subproblem; original-loss checks also run initially and after every accepted outer step.
dual_certificate
Source: src/fit/hybrid.rs
Original-space feasible dual vector from the latest certificate check. Screening-disabled fits do not construct a certificate.
dual_objective
Source: src/fit/hybrid.rs
Dual objective D(theta), when a certificate is available.
duality_gap
Source: src/fit/hybrid.rs
Duality gap G(beta_0, beta, theta) = P(beta_0, beta) - D(theta). This diagnostic does not replace the full mapping stopping rule.
intercept
Source: src/fit/hybrid.rs
Original-scale intercept, including the centering correction.
iterations
Source: src/fit/hybrid.rs
Total committed PG transitions plus coordinate sweeps over the current working set.
objective
Source: src/fit/hybrid.rs
Final primal objective P(beta_0, beta) = F(beta_0, beta) + R(beta).
outer_backtracks
Source: src/fit/hybrid.rs
Rejected logistic trials followed by a step halving. Zero for Gaussian.
outer_iterations
Source: src/fit/hybrid.rs
Accepted logistic IRLS steps. Zero for Gaussian fits.
pg_steps
Source: src/fit/hybrid.rs
Number of committed PG transitions, excluding diagnostic proxes.
predict
Source: src/fit/hybrid.rs
Sized> Predict linear predictors with original-scale parameters without fitting preprocessing. Binomial predictions are logits.
Errors
Reject mismatched dimensions, invalid entries, or nonfinite arithmetic.
preprocessing
Source: src/fit/hybrid.rs
Training normalization retained for interpreting optimization values.
screening_diagnostics
Source: src/fit/hybrid.rs
Work and certified zero restrictions in the original feature space.
step_policy
Source: src/fit/hybrid.rs
Curvature policy selected for this fit.
step_size
Source: src/fit/hybrid.rs
Step used by final full-space diagnostics. Gaussian fits use the final PG curvature; logistic fits use a fixed global logistic curvature bound.
stopping_criterion
Source: src/fit/hybrid.rs
Selected full-space convergence criterion.
stopping_threshold
Source: src/fit/hybrid.rs
Absolute mapping threshold used to certify convergence.
stopping_value
Source: src/fit/hybrid.rs
Full mapping infinity norm, including the free-intercept derivative, evaluated for the original loss at the returned parameters using Self::step_size. Logistic surrogate checks never certify convergence.
termination
Source: src/fit/hybrid.rs
Whether the full mapping passed or the iteration budget expired.
working_set_diagnostics
Source: src/fit/hybrid.rs
Work performed by heuristic feature selection, separate from safe screening.
Implementation of Clone
Source: src/fit/hybrid.rs
clone
Source: src/fit/hybrid.rs
Implementation of Debug
Source: src/fit/hybrid.rs
fmt
Source: src/fit/hybrid.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
