shrinkage::LassoFit

coefficients

Source: src/fit/lasso.rs

pub fn coefficients(&self) -> &[f64]

Original-scale coefficients, in training-column order.

dual_certificate

Source: src/fit/lasso.rs

pub fn dual_certificate(&self) -> &[f64]

Feasible dual vector theta, with ||X_tilde' theta||_inf <= lambda and sum(theta) = 0 when an intercept was fitted, up to floating-point error. At zero penalty, the certificate can be zero and its gap can be loose.

dual_objective

Source: src/fit/lasso.rs

pub fn dual_objective(&self) -> f64

Gaussian dual objective D(theta) = y' theta - n ||theta||² / 2.

duality_gap

Source: src/fit/lasso.rs

pub fn duality_gap(&self) -> f64

Nonnegative gap G(beta_0, beta, theta) = P(beta_0, beta) - D(theta).

intercept

Source: src/fit/lasso.rs

pub fn intercept(&self) -> f64

Original-scale intercept, including the correction for centering.

iterations

Source: src/fit/lasso.rs

pub fn iterations(&self) -> usize

Number of coordinate sweeps over the current working set performed.

kkt_violation

Source: src/fit/lasso.rs

pub fn kkt_violation(&self) -> f64

Maximum absolute KKT violation, as defined by crate::Lasso::tolerance.

objective

Source: src/fit/lasso.rs

pub fn objective(&self) -> f64

Final primal objective P(beta_0, beta) = ||residual||² / (2n) + lambda * ||beta||₁.

predict

Source: src/fit/lasso.rs

pub fn predict<M: RawColumns<f64> + ?Sized>(
    &self,
    x: &M
) -> Result<Vec<f64>, FitError>

Predict from raw columns in the same order as the training design.

Uses original-scale parameters, without estimating new centers or scales. Empty prediction batches return an empty vector.

Errors

Returns an error for a feature-count mismatch, nonfinite input, or nonfinite prediction arithmetic.

preprocessing

Source: src/fit/lasso.rs

pub fn preprocessing(&self) -> &Preprocessing

Fitted training-column centers and scales.

reference_loss

Source: src/fit/lasso.rs

pub fn reference_loss(&self) -> f64

Averaged loss at zero coefficients and the optimal enabled intercept.

stopping_criterion

Source: src/fit/lasso.rs

pub fn stopping_criterion(&self) -> StoppingCriterion

Criterion selected for this fit.

stopping_threshold

Source: src/fit/lasso.rs

pub fn stopping_threshold(&self) -> f64

Threshold applied to the selected criterion.

stopping_value

Source: src/fit/lasso.rs

pub fn stopping_value(&self) -> f64

Final value of the selected criterion.

termination

Source: src/fit/lasso.rs

pub fn termination(&self) -> Termination

Whether the fit converged or exhausted its iteration budget.

working_set_diagnostics

Source: src/fit/lasso.rs

pub fn working_set_diagnostics(&self) -> &shrinkage::WorkingSetDiagnostics

Work performed by heuristic feature selection, separate from safe screening.

clone

Source: src/fit/lasso.rs

fn clone(&self) -> Self

fmt

Source: src/fit/lasso.rs

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

predict

Source: src/cross_validation.rs

fn predict<M: RawColumns<f64> + ?Sized>(
    &self,
    design: &M
) -> Result<Vec<f64>, FitError>

termination

Source: src/cross_validation.rs

fn termination(&self) -> Termination