Module 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.