Shrinkage

shrinkage::PathSolver

Shrinkage for Rust · rust · 0.3.0

pub trait PathSolver<Problem, P>

Fit an explicit penalty sequence using one prepared problem and workspace.

Associated types

Error

type Error;

Validation, component, numerical, or backend failure.

Fit

type Fit;

Owned model at each point.

Methods

solve_path

fn solve_path(
    &self,
    problem: &Problem,
    penalties: Vec<P>
) -> Result<PathFit<<Self as PathSolver>::Fit, P>, <Self as PathSolver>::Error>

Fit points in caller order, retaining iteration-limit warm starts.

Errors

Returns errors without a partial path. No penalty cloning is required.

Implementation of PathSolver

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

Implementation of PathSolver

impl<D, P, Q> PathSolver<Problem<Box<dyn RuntimeDesign + '_>, D, P>, Q> for shrinkage::ProximalGradient<Vec<f64>> where D: SmoothDatafit, Q: ProximalPenalty

Implementation of PathSolver

impl<D: SmoothDatafit, P, Q: shrinkage::ProximalPenalty, V> PathSolver<Problem<Box<dyn RuntimeDesign + '_>, D, P>, Q> for HybridCoordinateDescent<V>

Implementation of PathSolver

impl<M, D, P, Q, V> PathSolver<Problem<&M, D, P>, Q> for HybridCoordinateDescent<V> where M: RawColumns<f64> + ColumnStats<f64> + MatVecInto<V> + MatTransposeVecInto<V> + ?Sized, D: HybridPathDatafit, Q: ReducedCoordinatePenalty, V: ProximalVector

Implementation of PathSolver

impl<M, D, P, Q, V> PathSolver<Problem<&M, D, P>, Q> for shrinkage::ProximalGradient<V> where M: RawColumns<f64> + ColumnStats<f64> + MatVecInto<V> + MatTransposeVecInto<V> + ?Sized, D: SmoothDatafit, Q: ProximalPenalty, V: ProximalVector

Implementation of PathSolver

impl<M, D, P, Q> PathSolver<Problem<&M, D, P>, Q> for shrinkage::Irls where M: RawColumns<f64> + ColumnStats<f64> + ?Sized, D: QuadraticModelDatafit, Q: CoordinatePenalty

Implementation of PathSolver

impl<M, P, Q, V> PathSolver<Problem<&M, MultivariateGaussian<'_>, AxisPenalty<P>>, AxisPenalty<Q>> for shrinkage::ProximalGradient<V> where M: RawColumns<f64> + ColumnStats<f64> + MatVecInto<V> + MatTransposeVecInto<V> + ?Sized, Q: ProximalPenalty, V: ProximalVector

Implementation of PathSolver

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

Implementation of PathSolver

impl<P, Q: ProximalPenalty> PathSolver<Problem<Box<dyn RuntimeDesign + '_>, MultivariateGaussian<'_>, AxisPenalty<P>>, AxisPenalty<Q>> for shrinkage::ProximalGradient<Vec<f64>>