shrinkage::ProximalFit
Shrinkage for Rust · rust · 0.3.0
Source: src/fit/proximal.rs
Owned original-scale parameters and proximal-gradient diagnostics.
The objective and mapping use optimization-scale coefficients. Supported screened fits additionally report an original-problem dual certificate.
Inherent implementation
Source: src/fit/proximal.rs
coefficients
Source: src/fit/proximal.rs
Original-scale coefficients, in training-column order.
dual_certificate
Source: src/fit/proximal.rs
Feasible observation-scale dual vector, when screening was supported.
dual_objective
Source: src/fit/proximal.rs
Dual objective D(theta), when a certificate was constructed.
duality_gap
Source: src/fit/proximal.rs
Padded G(beta_0, beta, theta), independently of stopping choice.
intercept
Source: src/fit/proximal.rs
Original-scale intercept, including the correction for centering.
iterations
Source: src/fit/proximal.rs
Number of accepted proximal updates.
objective
Source: src/fit/proximal.rs
Final primal objective P(beta_0, beta) = F(beta_0, beta) + R(beta).
predict
Source: src/fit/proximal.rs
Sized> Predict from raw columns using original-scale parameters.
Errors
Reject feature-count mismatches, invalid entries, or nonfinite arithmetic.
preprocessing
Source: src/fit/proximal.rs
Training normalization metadata, reused for predictions.
screening_diagnostics
Source: src/fit/proximal.rs
Work and dimension reductions certified by Gap Safe screening.
step_size
Source: src/fit/proximal.rs
Step that passed the final smooth quadratic-bound check.
stopping_criterion
Source: src/fit/proximal.rs
Criterion selected for this fit.
stopping_threshold
Source: src/fit/proximal.rs
Absolute mapping threshold used to certify convergence.
stopping_value
Source: src/fit/proximal.rs
Infinity norm of (beta - prox(beta - step * gradient)) / step, maximized with the absolute unpenalized intercept derivative. Evaluated at the returned parameters, using Self::step_size.
termination
Source: src/fit/proximal.rs
Whether the fit converged or exhausted its iteration budget.
Implementation of Clone
Source: src/fit/proximal.rs
clone
Source: src/fit/proximal.rs
Implementation of Debug
Source: src/fit/proximal.rs
fmt
Source: src/fit/proximal.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
