RustQuant::ml

Enum LogisticRegressionAlgorithm

Source 
pub enum LogisticRegressionAlgorithm {
    MLE,
    IRLS,
}
Expand description

Algorithm to use for logistic regression.

Variants§

§

MLE

Maximum Likelihood Estimation using Algorithmic Adjoint Differentiation See: https://en.wikipedia.org/wiki/Logistic_regression#Maximum_likelihood_estimation_(MLE)

§

IRLS

Iterative Reweighted Least Squares From Wikipedia (https://en.wikipedia.org/wiki/Logistic_regression#Iteratively_reweighted_least_squares_(IRLS)): “”“ Binary logistic regression can, be calculated using iteratively reweighted least squares (IRLS), which is equivalent to maximizing the log-likelihood of a Bernoulli distributed process using Newton’s method. “”“

References: - Elements of Statistical Learning (Hastie, Tibshirani, Friedman 2009) - Machine Learning: A Probabilistic Perspective (Murphy, Kevin P. 2012)

Trait Implementations§

Source§

impl Clone for LogisticRegressionAlgorithm

Source§

fn clone(&self) -> LogisticRegressionAlgorithm

Returns a copy of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
Source§

impl Copy for LogisticRegressionAlgorithm

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

unsafe fn clone_to_uninit(&self, dst: *mut T)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dst. Read more
Source§

impl<T> DynClone for T
where T: Clone,

Source§

fn __clone_box(&self, _: Private) -> *mut ()

Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T> Instrument for T

Source§

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
Source§

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

impl<T> Pointable for T

Source§

const ALIGN: usize = _

The alignment of pointer.
Source§

type Init = T

The type for initializers.
Source§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
Source§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
Source§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
Source§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T> Same for T

Source§

type Output = T

Should always be Self
Source§

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

Source§

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
Source§

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
Source§

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
Source§

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
Source§

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

Source§

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
Source§

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
Source§

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
Source§

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
Source§

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

Source§

fn vzip(self) -> V

Source§

impl<T> WithSubscriber for T

Source§

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

impl<T> SendAlias for T

Source§

impl<T> SyncAlias for T