# shrinkage::CoordinateDescent

Shrinkage for Rust · 0.3.0

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

```rust
pub struct CoordinateDescent
```

Cyclic coordinate descent settings for Gaussian lasso. 

Full convergence checks run at initialization, after every ten sweeps over the current working set, and at the iteration limit. Each check refreshes the residuals and updates the working set; individual sweeps do not perform restricted KKT checks. 

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## Inherent implementation

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

```rust
impl CoordinateDescent
```

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### `max_iterations`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

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

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### `new`

```rust
pub fn new() -> Self
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

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. 

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### `screening`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

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

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### `terminate_on`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

Select a stopping criterion with its own tolerances. 

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### `tolerance`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

Set the absolute KKT tolerance, checked when fitting. 

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### `working_set_policy`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

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

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### `working_sets`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

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

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## Implementation of Clone

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

```rust
impl Clone for CoordinateDescent
```

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### `clone`

```rust
fn clone(&self) -> Self
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

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## Implementation of Copy

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

```rust
impl Copy for CoordinateDescent
```

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## Implementation of Debug

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

```rust
impl Debug for CoordinateDescent
```

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### `fmt`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

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## Implementation of Default

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

```rust
impl Default for CoordinateDescent
```

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### `default`

```rust
fn default() -> Self
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/solver.rs>)

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## [Implementation of ObservedSolver](<a6f9ede80f6a0ee77f85e776916acea8bcaa0a49156d6cf183b3c41ae61db21a>)

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/problem.rs>)

```rust
impl<M> ObservedSolver<Problem<&M, Gaussian<'_>, L1>> for CoordinateDescent where M: RawColumns<f64> + ColumnStats<f64> + ?Sized
```

<a id="method-solve_from_with_observer-2b6aa9cbdb5f1b5b53538f93f480df96e2325769eef586a369f04ef6bbd893dd"></a>

### `solve_from_with_observer`

```rust
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>
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/problem.rs>)

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## [Implementation of PathSolver](<f5c72d3e4429c416ab6028c635ab099e02363494611b3296ed38741c10c0f4cf>)

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

```rust
impl<D, P, Q> PathSolver<Problem<Box<dyn RuntimeDesign + '_>, D, P>, Q> for shrinkage::CoordinateDescent where D: shrinkage::SmoothDatafit, Q: shrinkage::ProximalPenalty
```

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### `Error`

```rust
type Error = FitError<BackendError>;
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

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### `Fit`

```rust
type Fit = LassoFit;
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

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### `solve_path`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

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## [Implementation of PathSolver](<f5c72d3e4429c416ab6028c635ab099e02363494611b3296ed38741c10c0f4cf>)

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

```rust
impl<M, P> PathSolver<Problem<&M, Gaussian<'_>, P>, L1> for shrinkage::CoordinateDescent where M: RawColumns<f64> + ColumnStats<f64> + ?Sized
```

<a id="associated-type-Error-6f8fada035423d99ba9aef4396dac45184709dabfc05e11aa6e273b51cfe5b07"></a>

### `Error`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

<a id="associated-type-Fit-6f8fada035423d99ba9aef4396dac45184709dabfc05e11aa6e273b51cfe5b07"></a>

### `Fit`

```rust
type Fit = LassoFit;
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

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### `solve_path`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

<a id="impl-431fdf1fda1938c7227d80cc0abec98e3338c9d788a70c7cfc141378d52ab119"></a>

## [Implementation of RegularizationPathSolver](<f0683a430ead6c2ec6bb1d72ad941d17f0612d3092504128df751d377350193c>)

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

```rust
impl<D, P> RegularizationPathSolver<Problem<Box<dyn RuntimeDesign + '_>, D, P>> for shrinkage::CoordinateDescent where D: shrinkage::SmoothDatafit + NullModelDatafit, P: PathPenalty
```

<a id="associated-type-Error-431fdf1fda1938c7227d80cc0abec98e3338c9d788a70c7cfc141378d52ab119"></a>

### `Error`

```rust
type Error = FitError<BackendError>;
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

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### `Fit`

```rust
type Fit = LassoFit;
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

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### `Penalty`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

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### `maximum_penalty`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

<a id="method-solve_regularization_path-431fdf1fda1938c7227d80cc0abec98e3338c9d788a70c7cfc141378d52ab119"></a>

### `solve_regularization_path`

```rust
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>
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

<a id="impl-c51e3134067105ad2fd436c3924e323e94b577f4bc64605dcb42f4b8be50030c"></a>

## [Implementation of RegularizationPathSolver](<f0683a430ead6c2ec6bb1d72ad941d17f0612d3092504128df751d377350193c>)

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

```rust
impl<M> RegularizationPathSolver<Problem<&M, Gaussian<'_>, L1>> for shrinkage::CoordinateDescent where M: RawColumns<f64> + ColumnStats<f64> + ?Sized
```

<a id="associated-type-Error-c51e3134067105ad2fd436c3924e323e94b577f4bc64605dcb42f4b8be50030c"></a>

### `Error`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

<a id="associated-type-Fit-c51e3134067105ad2fd436c3924e323e94b577f4bc64605dcb42f4b8be50030c"></a>

### `Fit`

```rust
type Fit = LassoFit;
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

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### `Penalty`

```rust
type Penalty = L1;
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

<a id="method-maximum_penalty-c51e3134067105ad2fd436c3924e323e94b577f4bc64605dcb42f4b8be50030c"></a>

### `maximum_penalty`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

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### `solve_regularization_path`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/path/coordinate.rs>)

<a id="impl-a93fa160ff272473d36a375556b86fff8edfd884243e1107ac6cebf1d47c9958"></a>

## [Implementation of Solver](<f80ebf14b213d3129f84bb1ccc4912d7d7123fed16e872d24da1a9f5ef741b0a>)

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/problem/runtime.rs>)

```rust
impl Solver<Problem<Box<dyn RuntimeDesign + '_>, Box<dyn SmoothDatafit<Error = FitError> + '_>, Box<dyn ProximalPenalty<Error = FitError> + '_>>> for shrinkage::CoordinateDescent
```

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### `Error`

```rust
type Error = FitError<BackendError>;
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/problem/runtime.rs>)

<a id="associated-type-Fit-a93fa160ff272473d36a375556b86fff8edfd884243e1107ac6cebf1d47c9958"></a>

### `Fit`

```rust
type Fit = LassoFit;
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/problem/runtime.rs>)

<a id="method-solve-a93fa160ff272473d36a375556b86fff8edfd884243e1107ac6cebf1d47c9958"></a>

### `solve`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/problem/runtime.rs>)

<a id="impl-3c949e54ceacfd1c4e6e5ed41e05b28553801a6ef3db99564f0087df0fedd8b4"></a>

## [Implementation of Solver](<f80ebf14b213d3129f84bb1ccc4912d7d7123fed16e872d24da1a9f5ef741b0a>)

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/problem.rs>)

```rust
impl<M> Solver<Problem<&M, Gaussian<'_>, L1>> for CoordinateDescent where M: RawColumns<f64> + ColumnStats<f64> + ?Sized
```

<a id="associated-type-Error-3c949e54ceacfd1c4e6e5ed41e05b28553801a6ef3db99564f0087df0fedd8b4"></a>

### `Error`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/problem.rs>)

<a id="associated-type-Fit-3c949e54ceacfd1c4e6e5ed41e05b28553801a6ef3db99564f0087df0fedd8b4"></a>

### `Fit`

```rust
type Fit = LassoFit;
```

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/problem.rs>)

<a id="method-solve-3c949e54ceacfd1c4e6e5ed41e05b28553801a6ef3db99564f0087df0fedd8b4"></a>

### `solve`

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

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/problem.rs>)

<a id="impl-b2bbee0617b8c1f53ec93128c3f36a21391cf7cfcff9aa3b95b05e27a93313f3"></a>

## Implementation of Freeze

```rust
impl Freeze for CoordinateDescent
```

<a id="impl-6b192f5f787094bf6124c35c26177d28d8ef4a45f3ca7c29af8ad6148e38f4d0"></a>

## Implementation of RefUnwindSafe

```rust
impl RefUnwindSafe for CoordinateDescent
```

<a id="impl-a63e3ede45e6fc151b40b7df1ee62b97d4b158285c86d72f29afa53057262cc3"></a>

## Implementation of Send

```rust
impl Send for CoordinateDescent
```

<a id="impl-2c8d6bdd501aab9d58b36287b1c9930fcfdde09e933e4152df7ca121c74180f0"></a>

## Implementation of Sync

```rust
impl Sync for CoordinateDescent
```

<a id="impl-f3dda2a8b72635a80183f70e767662c9300423c7aa3cdf7209cca833d0757f14"></a>

## Implementation of Unpin

```rust
impl Unpin for CoordinateDescent
```

<a id="impl-9413a86302bc246ce2d7722a69e3c779c46fbe5b29cf9c3ed7acdc1eee835b1e"></a>

## Implementation of UnsafeUnpin

```rust
impl UnsafeUnpin for CoordinateDescent
```

<a id="impl-3da44de83e7179f50f4f6c8d513ac932e0cbf1e24677d2199cea4c0772b4be8e"></a>

## Implementation of UnwindSafe

```rust
impl UnwindSafe for CoordinateDescent
```

<a id="impl-1e5682dc18e03c648aa9b125290c107c1e8d96ce8a179a8532e4057da4daf0cd"></a>

## Implementation of Any

```rust
impl<T> Any for T where T: 'static + ?Sized
```

<a id="impl-6c0b25c2c92cdb117802d9c0a4c70afc9a8bfb0da875bc6e66191e2349fcdf3f"></a>

## Implementation of Borrow

```rust
impl<T> Borrow<T> for T where T: ?Sized
```

<a id="impl-796e80d926348273a22b04d8e84f510693b11c06ec57c3c3e2e8c1524094a85c"></a>

## Implementation of BorrowMut

```rust
impl<T> BorrowMut<T> for T where T: ?Sized
```

<a id="impl-8360e4092e7ec4a05a26dd304cd739398f0cacc50c8d08dd5be0223d1a08d02e"></a>

## Implementation of ByRef

```rust
impl<T> ByRef<T> for T
```

<a id="impl-dbb1293b7b5dd80c4d9a98cfdd6843dc7470224c0b1387731cd418da07046d7b"></a>

## Implementation of CastableFrom

```rust
impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT where ST: ?Sized, DT: ?Sized
```

<a id="impl-97b65e7dfc44b5ecaa495a3a19fe737914a1e9f8532200cf8f46191314e7d777"></a>

## Implementation of CastableFrom

```rust
impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT where ST: ?Sized, DT: ?Sized
```

<a id="impl-86d7da2bfd1140cc1675dfe6a975e6a2762338ab32731152da0723858ef3aa81"></a>

## Implementation of CloneToUninit

```rust
impl<T> CloneToUninit for T where T: Clone
```

<a id="impl-c22bdd3b1b677b66eb32d1c182cc1410c7f0c46491dd74e6a659647c238d19ec"></a>

## Implementation of From

```rust
impl<T> From<T> for T
```

<a id="impl-5adf6ca1830f30fbbac655ab8ff394d254954df7ededc7cc833c72fdc87d6f00"></a>

## Implementation of Imply

```rust
impl<T, U> Imply<T> for U where T: ?Sized, U: ?Sized
```

<a id="impl-85eec431edd188129f88290bbcb748e4d2fdc97f7efef3c162b8c252286ffec0"></a>

## Implementation of Into

```rust
impl<T, U> Into<U> for T where U: From<T>
```

<a id="impl-c40268dd59dd3329202d3c0544c62372e98ff3baa8ec442ec00752e024ec1d06"></a>

## Implementation of IntoEither

```rust
impl<T> IntoEither for T
```

<a id="impl-5655b1ef858b34a584cb80104f040c8a4063ced0d281311a0833ed12aefde86e"></a>

## Implementation of Pointable

```rust
impl<T> Pointable for T
```

<a id="impl-8cc2aa01198fc9fa44f08b889f62988d70d2a7f4f0f11f4666d4c08bdaddb22a"></a>

## Implementation of Read

```rust
impl<T> Read<Exclusive, BecauseExclusive> for T where T: ?Sized
```

<a id="impl-5ea09131039c62dd92b119d480a35c7e2b33d2b81dccf0b849f6b1f19f4bda24"></a>

## Implementation of Same

```rust
impl<T> Same for T
```

<a id="impl-7ee6ff38d6674f5edfe4734359062c2a67a572cff5899a89704764822b931c7f"></a>

## Implementation of SupersetOf

```rust
impl<SS, SP> SupersetOf<SS> for SP where SS: SubsetOf<SP>
```

<a id="impl-a8ef6e94191301c3685488478f4905086c47137bac2d606ea4d09631d5472b06"></a>

## Implementation of ToOwned

```rust
impl<T> ToOwned for T where T: Clone
```

<a id="impl-83960135d00d98080c95a08867729696e36811280c2dd9cf34c1b4fe21c81e18"></a>

## Implementation of TryFrom

```rust
impl<T, U> TryFrom<U> for T where U: Into<T>
```

<a id="impl-1cc495bcaa5112ffb304e7f0de674feca391fd97f47bec86033a9225b72ac05c"></a>

## Implementation of TryInto

```rust
impl<T, U> TryInto<U> for T where U: TryFrom<T>
```