`shrinkage::Link`

Shrinkage for Rust · rust · 0.3.0

Source: src/link.rs

pub trait Link

A differentiable, monotone link between a mean and a linear predictor.

Implementations must keep the forward and inverse operations consistent on their domains. Derivatives are with respect to the predictor. Override the log-scale helpers when ordinary probabilities or derivatives lose tail bits. Runtime callbacks belong outside observation loops; Rust links use static dispatch and do not need to implement Clone or Copy.

Methods

`initial_predictor`

Source: src/link.rs

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

Supply a fallback predictor when family reference means are unavailable.

Errors

Reject configurations without a finite initial predictor.

`inverse_link`

Source: src/link.rs

fn inverse_link(&self, eta: f64) -> Result<f64, FitError>

Transform a finite predictor to a mean.

Errors

Reject predictors outside the link domain or nonfinite arithmetic.

`inverse_link_derivative`

Source: src/link.rs

fn inverse_link_derivative(&self, eta: f64) -> Result<f64, FitError>

Evaluate d mu / d eta, retaining its sign even after underflow.

Errors

Reject invalid predictors or nonfinite arithmetic.

`link`

Source: src/link.rs

fn link(&self, mu: f64) -> Result<f64, FitError>

Transform a mean to a finite predictor.

Errors

Reject means outside the link domain or nonfinite arithmetic.

`link_from_log_probabilities`

Source: src/link.rs

fn link_from_log_probabilities(
    &self,
    log_p: f64,
    _log_q: f64
) -> Result<f64, FitError>

Transform normalized log probabilities to a predictor.

Override the default mean conversion to retain rare probability tails.

Errors

Reject invalid means or a nonfinite predictor.

`log_abs_inverse_link_derivative`

Source: src/link.rs

fn log_abs_inverse_link_derivative(&self, eta: f64) -> Result<f64, FitError>

Return log(abs(d mu / d eta)); negative infinity represents zero.

Errors

Reject invalid predictors or derivatives.

`log_probabilities`

Source: src/link.rs

fn log_probabilities(&self, eta: f64) -> Result<(f64, f64), FitError>

Return log(mu) and log(1 - mu) for binomial calculations.

Errors

Reject predictors without an interior probability or finite log tails.

`valid_eta`

Source: src/link.rs

fn valid_eta(&self, eta: f64) -> bool

Test the predictor domain without evaluating the loss.

`validate`

Source: src/link.rs

fn validate(&self) -> Result<(), FitError>

Validate parameters independently of any predictor-domain check.

Errors

Reject invalid link configuration.

Implementation of Link

Source: src/link.rs

impl Link for Identity

Implementation of Link

Source: src/link.rs

impl Link for Logit

Implementation of Link

Source: src/link.rs

impl Link for Probit