shrinkage::RegularizationPathSolver
Shrinkage for Rust · rust · 0.3.0
Source: src/path.rs
pub trait RegularizationPathSolver<Problem>
Generate and fit a family-specific regularization path with one preparation.
Associated types
Error
Source: src/path.rs
type Error;
Validation, component, numerical, or backend failure.
Fit
Source: src/path.rs
type Fit;
Owned model at each point.
Penalty
Source: src/path.rs
type Penalty;
Complete penalty type retained in the result.
Methods
maximum_penalty
Source: src/path.rs
fn maximum_penalty(
&self,
problem: &Problem
) -> Result<PenaltyMaximum, <Self as RegularizationPathSolver>::Error>
Calculate the true zero-coefficient threshold on the optimization scale.
Errors
Reject undefined null models or invalid components and preserve backend errors.
solve_regularization_path
Source: src/path.rs
fn solve_regularization_path(
&self,
problem: &Problem,
options: &PathOptions
) -> Result<PathFit<<Self as RegularizationPathSolver>::Fit, <Self as RegularizationPathSolver>::Penalty>, <Self as RegularizationPathSolver>::Error>
Generate and fit a path, starting from the optimized null intercepts. Automatic paths may stop early according to PathOptions.
Errors
Reject invalid sequence options or fitting failures without a partial path.
Source: src/path/coordinate.rs
impl<D, P> RegularizationPathSolver<Problem<Box<dyn RuntimeDesign + '_>, D, P>> for shrinkage::CoordinateDescent where D: shrinkage::SmoothDatafit + NullModelDatafit, P: PathPenalty
Source: src/path/proximal.rs
impl<D, P> RegularizationPathSolver<Problem<Box<dyn RuntimeDesign + '_>, D, P>> for shrinkage::ProximalGradient<Vec<f64>> where D: SmoothDatafit + NullModelDatafit, P: PathPenalty
Source: src/solver/hybrid/path.rs
impl<D: shrinkage::PathDatafit, P: PathPenalty, V> RegularizationPathSolver<Problem<Box<dyn RuntimeDesign + '_>, D, P>> for HybridCoordinateDescent<V>
Source: src/solver/hybrid/path.rs
impl<M, D, P, V> RegularizationPathSolver<Problem<&M, D, P>> for HybridCoordinateDescent<V> where M: RawColumns<f64> + ColumnStats<f64> + MatVecInto<V> + MatTransposeVecInto<V> + ?Sized, D: HybridPathDatafit, P: PathPenalty, <P as PathPenalty>::AtStrength: ReducedCoordinatePenalty, V: ProximalVector
Source: src/path/proximal.rs
impl<M, D, P, V> RegularizationPathSolver<Problem<&M, D, P>> for shrinkage::ProximalGradient<V> where M: RawColumns<f64> + ColumnStats<f64> + MatVecInto<V> + MatTransposeVecInto<V> + ?Sized, D: SmoothDatafit + NullModelDatafit, P: PathPenalty, V: ProximalVector
Source: src/path/irls.rs
impl<M, D, P> RegularizationPathSolver<Problem<&M, D, P>> for shrinkage::Irls where M: RawColumns<f64> + ColumnStats<f64> + ?Sized, D: QuadraticModelDatafit + NullModelDatafit, P: PathPenalty, <P as PathPenalty>::AtStrength: CoordinatePenalty
Source: src/solver/proximal/multivariate.rs
impl<M, P, V> RegularizationPathSolver<Problem<&M, MultivariateGaussian<'_>, AxisPenalty<P>>> for shrinkage::ProximalGradient<V> where M: RawColumns<f64> + ColumnStats<f64> + MatVecInto<V> + MatTransposeVecInto<V> + ?Sized, P: PathPenalty, V: ProximalVector
Source: src/path/coordinate.rs
impl<M> RegularizationPathSolver<Problem<&M, Gaussian<'_>, L1>> for shrinkage::CoordinateDescent where M: RawColumns<f64> + ColumnStats<f64> + ?Sized
Source: src/solver/proximal/multivariate.rs
impl<P: PathPenalty> RegularizationPathSolver<Problem<Box<dyn RuntimeDesign + '_>, MultivariateGaussian<'_>, AxisPenalty<P>>> for shrinkage::ProximalGradient<Vec<f64>>
