Crate RustQuant_ml

Machine learning algorithms. This module relies on the nalgebra crate.

Regression

• Linear (using QR or SVD decomposition)
• Logistic (via IRLS, adding MLE in the future).

Classification

• K-Nearest Neighbours

Re-exports

pub use activations::*;

pub use k_nearest_neighbors::*;

pub use linear_regression::*;

pub use logistic_regression::*;

Modules

activations

Submodule of ml: activation functions.

k_nearest_neighbors

K Nearest Neighbor classifier Module for K nearest neighbors (KNN) algorithms.

linear_regression

Linear regression. Module for linear regression algorithms.

logistic_regression

Logistic regression. Module for logistic regression (classification) algorithms.