Struct linfa_elasticnet::MultiTaskElasticNet
source · pub struct MultiTaskElasticNet<F> { /* private fields */ }
Expand description
MultiTask Elastic Net model
This struct contains the parameters of a fitted multi-task elastic net model. This includes the coefficients (a 2-dimensional array), (optionally) intercept (a 1-dimensional array), duality gaps and the number of steps needed in the computation.
Model implementation
The block coordinate descent is widely used to solve generalized linear models optimization problems, like Group Lasso, MultiTask Ridge or MultiTask Lasso. It cycles through a group of parameters and update the groups separately, holding all the others fixed. The optimization routine stops when a criterion is satisfied (dual sub-optimality gap or change in coefficients).
Implementations§
source§impl<F: Float> MultiTaskElasticNet<F>
impl<F: Float> MultiTaskElasticNet<F>
View the fitted parameters and make predictions with a fitted elastic net model
sourcepub fn hyperplane(&self) -> &Array2<F>
pub fn hyperplane(&self) -> &Array2<F>
Get the fitted hyperplane
sourcepub fn intercept(&self) -> &Array1<F>
pub fn intercept(&self) -> &Array1<F>
Get the fitted intercept, [0., …, 0.] if no intercept was fitted Note that there are as many intercepts as tasks
sourcepub fn duality_gap(&self) -> F
pub fn duality_gap(&self) -> F
Get the duality gap at the end of the optimization algorithm
sourcepub fn confidence_95th(&self) -> Result<Array2<(F, F)>>
pub fn confidence_95th(&self) -> Result<Array2<(F, F)>>
Calculate the confidence level
source§impl<F: Float> MultiTaskElasticNet<F>
impl<F: Float> MultiTaskElasticNet<F>
pub fn params() -> MultiTaskElasticNetParams<F>
sourcepub fn ridge() -> MultiTaskElasticNetParams<F>
pub fn ridge() -> MultiTaskElasticNetParams<F>
Create a multi-task ridge only model
sourcepub fn lasso() -> MultiTaskElasticNetParams<F>
pub fn lasso() -> MultiTaskElasticNetParams<F>
Create a multi-task Lasso only model
Trait Implementations§
source§impl<F: Clone> Clone for MultiTaskElasticNet<F>
impl<F: Clone> Clone for MultiTaskElasticNet<F>
source§fn clone(&self) -> MultiTaskElasticNet<F>
fn clone(&self) -> MultiTaskElasticNet<F>
1.0.0 · source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source
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