Struct RustQuant::ml::regression::logistic::LogisticRegressionOutput

pub struct LogisticRegressionOutput<T> {
    pub coefficients: DVector<T>,
    pub iterations: usize,
}

Struct to hold the output data for a logistic regression.

Fields

coefficients: DVector<T>

The coefficients of the logistic regression, often denoted as b0, b1, b2, …, bn. The first coefficient is the intercept (aka. b0 or alpha).

iterations: usize

Number of iterations required to converge.

Implementations

impl LogisticRegressionOutput<f64>

pub fn predict(&self, input: &DMatrix<f64>) -> DVector<f64>

Predicts the output for the given input data.

pub fn predict_proba(&self, input: &DMatrix<f64>) -> DVector<f64>

Compute the probabilities Pr(output_i=1|input_i,coefficients) for the given input data.

pub fn score_misclassification( &self, y: &DVector<f64>, y_hat: &DVector<f64> ) -> f64

Compute the misclassification rate for given y and y_hat.

pub fn score_cross_entropy(&self, y: &DVector<f64>, p_hat: &DVector<f64>) -> f64

Compute average cross-entropy for given y and p_hat.

Trait Implementations

impl<T: Clone> Clone for LogisticRegressionOutput<T>

fn clone(&self) -> LogisticRegressionOutput<T>

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<T: Debug> Debug for LogisticRegressionOutput<T>

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

Formats the value using the given formatter.