shrinkage::CoordinateDescent

max_iterations

Source: src/solver.rs

pub fn max_iterations(self, max_iterations: usize) -> Self

Set the maximum number of sweeps over the current working set, checked when fitting.

new

Source: src/solver.rs

pub fn new() -> Self

Use a relative duality-gap tolerance of 1e-6 and at most 10,000 sweeps. Zero-penalty problems use the lasso's absolute KKT default instead.

screening

Source: src/solver.rs

pub fn screening(self, enabled: bool) -> Self

Enable Gap Safe screening in paths. Disabled at zero penalty. Single fits do not construct screening certificates.

terminate_on

Source: src/solver.rs

pub fn terminate_on(self, criterion: StoppingCriterion) -> Self

Select a stopping criterion with its own tolerances.

tolerance

Source: src/solver.rs

pub fn tolerance(self, tolerance: f64) -> Self

Set the absolute KKT tolerance, checked when fitting.

working_set_policy

Source: src/solver.rs

pub fn working_set_policy(self, policy: WorkingSetPolicy) -> Self

Select the working-set policy for single fits and paths.

working_sets

Source: src/solver.rs

pub fn working_sets(self, enabled: bool) -> Self

Enable automatic working sets, or disable heuristic restrictions. The last working-set setter wins.

clone

Source: src/solver.rs

fn clone(&self) -> Self

fmt

Source: src/solver.rs

fn fmt(&self, f: &mut core::fmt::Formatter<'_>) -> core::fmt::Result

default

Source: src/solver.rs

fn default() -> Self

solve_from_with_observer

Source: src/problem.rs

fn solve_from_with_observer<O: SolverObserver + ?Sized>(
    &self,
    problem: &Problem<&M, Gaussian<'_>, L1>,
    initial: Option<shrinkage::InitialPoint<'_>>,
    observer: &mut O
) -> Result<<Self as Solver>::Fit, <Self as Solver>::Error>

Error

Source: src/path/coordinate.rs

type Error = FitError<BackendError>;

Fit

Source: src/path/coordinate.rs

type Fit = LassoFit;

solve_path

Source: src/path/coordinate.rs

fn solve_path(
    &self,
    _problem: &Problem<Box<dyn shrinkage::RuntimeDesign + '_>, D, P>,
    _penalties: Vec<Q>
) -> Result<PathFit<LassoFit, Q>, <Self as PathSolver>::Error>

Error

Source: src/path/coordinate.rs

type Error = FitError<<M as MatrixErrorType>::Error>;

Fit

Source: src/path/coordinate.rs

type Fit = LassoFit;

solve_path

Source: src/path/coordinate.rs

fn solve_path(
    &self,
    problem: &Problem<&M, Gaussian<'_>, P>,
    penalties: Vec<L1>
) -> Result<PathFit<LassoFit, L1>, <Self as PathSolver>::Error>

Error

Source: src/path/coordinate.rs

type Error = FitError<BackendError>;

Fit

Source: src/path/coordinate.rs

type Fit = LassoFit;

Penalty

Source: src/path/coordinate.rs

type Penalty = <P as PathPenalty>::AtStrength;

maximum_penalty

Source: src/path/coordinate.rs

fn maximum_penalty(
    &self,
    _problem: &Problem<Box<dyn shrinkage::RuntimeDesign + '_>, D, P>
) -> Result<PenaltyMaximum, <Self as RegularizationPathSolver>::Error>

solve_regularization_path

Source: src/path/coordinate.rs

fn solve_regularization_path(
    &self,
    _problem: &Problem<Box<dyn shrinkage::RuntimeDesign + '_>, D, P>,
    _options: &PathOptions
) -> Result<PathFit<LassoFit, <P as PathPenalty>::AtStrength>, <Self as RegularizationPathSolver>::Error>

Error

Source: src/path/coordinate.rs

type Error = FitError<<M as MatrixErrorType>::Error>;

Fit

Source: src/path/coordinate.rs

type Fit = LassoFit;

Penalty

Source: src/path/coordinate.rs

type Penalty = L1;

maximum_penalty

Source: src/path/coordinate.rs

fn maximum_penalty(
    &self,
    problem: &Problem<&M, Gaussian<'_>, L1>
) -> Result<PenaltyMaximum, <Self as RegularizationPathSolver>::Error>

solve_regularization_path

Source: src/path/coordinate.rs

fn solve_regularization_path(
    &self,
    problem: &Problem<&M, Gaussian<'_>, L1>,
    options: &PathOptions
) -> Result<PathFit<LassoFit, L1>, <Self as RegularizationPathSolver>::Error>

Error

Source: src/problem/runtime.rs

type Error = FitError<BackendError>;

Fit

Source: src/problem/runtime.rs

type Fit = LassoFit;

solve

Source: src/problem/runtime.rs

fn solve(
    &self,
    _problem: &RuntimeProblem<'_>
) -> Result<<Self as Solver>::Fit, <Self as Solver>::Error>

Error

Source: src/problem.rs

type Error = FitError<<M as MatrixErrorType>::Error>;

Fit

Source: src/problem.rs

type Fit = LassoFit;

solve

Source: src/problem.rs

fn solve(
    &self,
    problem: &Problem<&M, Gaussian<'_>, L1>
) -> Result<<Self as Solver>::Fit, <Self as Solver>::Error>