Expand description
Classical regression models wrapping the anofox-regression crate.
Provides OLS, Ridge, Lasso, Elastic Net, WLS, Quantile, Isotonic, and GLM
(Poisson, Binomial) regressors that implement the anofox-ml Fit / Predict
type-state pattern.
Cross-validated variants (RidgeCrossValidated, LassoCrossValidated,
ElasticNetCrossValidated) automatically select the best regularization
parameters using k-fold cross-validation.
All models operate on f64 (not generic over Float) because the
underlying anofox-regression crate only supports f64.
Re-exports§
pub use bayesian_ridge::ARDRegression;pub use bayesian_ridge::BayesianRidge;pub use bayesian_ridge::FittedARDRegression;pub use bayesian_ridge::FittedBayesianRidge;pub use elastic_net::ElasticNetRegressor;pub use elastic_net::FittedElasticNetRegressor;pub use elastic_net_cv::ElasticNetCrossValidated;pub use elastic_net_cv::FittedElasticNetCrossValidated;pub use glm::BinomialRegressor;pub use glm::FittedBinomialRegressor;pub use glm::FittedPoissonRegressor;pub use glm::PoissonRegressor;pub use huber::FittedHuberRegressor;pub use huber::HuberRegressor;pub use isotonic::FittedIsotonicRegressor;pub use isotonic::IsotonicRegressor;pub use kernel_ridge::FittedKernelRidge;pub use kernel_ridge::KernelRidge;pub use lars::FittedLars;pub use lars::FittedLassoLarsIC;pub use lars::IcCriterion;pub use lars::Lars;pub use lars::LassoLarsIC;pub use lasso::FittedLassoRegressor;pub use lasso::LassoRegressor;pub use lasso_cv::FittedLassoCrossValidated;pub use lasso_cv::LassoCrossValidated;pub use logistic::FittedLogisticRegressor;pub use logistic::LogisticRegressor;pub use ols::FittedOlsRegressor;pub use ols::OlsRegressor;pub use omp::FittedOrthogonalMatchingPursuit;pub use omp::OrthogonalMatchingPursuit;pub use quantile::FittedQuantileRegressor;pub use quantile::QuantileRegressor;pub use ridge::FittedRidgeRegressor;pub use ridge::FittedWeightedRidgeRegressor;pub use ridge::RidgeRegressor;pub use ridge_cv::FittedRidgeCrossValidated;pub use ridge_cv::RidgeCrossValidated;pub use robust::FittedRansacRegressor;pub use robust::FittedTheilSenRegressor;pub use robust::RansacRegressor;pub use robust::TheilSenRegressor;pub use transformed_target::FittedTransformedTargetRegressor;pub use transformed_target::TransformedTargetRegressor;pub use tweedie::gamma_regressor;pub use tweedie::FittedGammaRegressor;pub use tweedie::FittedTweedieRegressor;pub use tweedie::GammaRegressor;pub use tweedie::TweedieRegressor;pub use wls::FittedWlsRegressor;pub use wls::WlsRegressor;
Modules§
- bayesian_
ridge - Bayesian Ridge Regression and Automatic Relevance Determination (ARD).
- convert
- Conversion helpers between ndarray and faer types.
- elastic_
net - Elastic Net regression wrapper (combined L1 and L2 regularization).
- elastic_
net_ cv - Elastic Net regression with built-in cross-validation for hyperparameter selection.
- glm
- GLM (Generalized Linear Model) wrappers for Poisson and Binomial regression.
- huber
- Huber robust regression wrapper.
- isotonic
- Isotonic (monotonic) regression wrapper.
- kernel_
ridge - Kernel ridge regression.
- lars
- Least Angle Regression (LARS) and LASSO LARS variants.
- lasso
- Lasso (L1-regularized) regression wrapper.
- lasso_
cv - Lasso regression with built-in cross-validation for lambda selection.
- logistic
- Logistic regression classifier wrapper.
- ols
- Ordinary Least Squares regression wrapper.
- omp
- Orthogonal Matching Pursuit.
- quantile
- Quantile regression wrapper.
- ridge
- Ridge (L2-regularized) regression wrapper.
- ridge_
cv - Ridge regression with built-in cross-validation for alpha selection.
- robust
- Robust regression: TheilSen and RANSAC.
- transformed_
target - Meta-estimator that transforms
ybefore fitting and inverts on prediction. - tweedie
- Tweedie / Gamma GLM regressors.
- wls
- Weighted Least Squares regression wrapper.