Elastic Net

linfa-elasticnet aims to provide pure Rust implementations of elastic net linear regression.

The Big Picture

linfa-elasticnet is a crate in the linfa ecosystem, an effort to create a toolkit for classical Machine Learning implemented in pure Rust, akin to Python's scikit-learn.

Current state

The linfa-elasticnet crate provides linear regression with ridge and LASSO constraints. The solver uses coordinate descent to find an optimal solution.

Examples

There is an usage example in the examples/ directory. To run, use:

$ cargo run --features linfa/intel-mkl-system --example elasticnet

License

Dual-licensed to be compatible with the Rust project.

Licensed under the Apache License, Version 2.0 http://www.apache.org/licenses/LICENSE-2.0 or the MIT license http://opensource.org/licenses/MIT, at your option. This file may not be copied, modified, or distributed except according to those terms.