Skip to main content

WnetConfig

Struct WnetConfig 

Source
#[non_exhaustive]
pub struct WnetConfig { pub family: WaveletFamily, pub mode: BoundaryMode, pub level: Option<usize>, pub alpha: f64, pub lambda_grid: Option<Vec<f64>>, pub n_lambda: usize, pub n_folds: usize, pub seed: u64, pub max_iter: usize, pub tol: f64, }
Expand description

Configuration for wnet.

The DWT parameters (family, mode, level) select the wavelet basis the curves are transformed into (same defaults as WcrConfig: db4 / periodic / auto-depth). alpha mixes L1 vs L2 (alpha == 1 is pure lasso, alpha == 0 is pure ridge), and the remaining fields drive the deterministic K-fold cross-validated λ search.

Default is db4 / periodic / auto-depth, alpha == 0.5, an auto geometric λ grid of 50 values, 5 folds, fixed seed 0, max_iter == 1000, tol == 1e-6.

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.
§family: WaveletFamily

Wavelet family for the DWT of each curve (default [WaveletFamily::Daubechies(4)]).

§mode: BoundaryMode

Boundary handling for the DWT (default BoundaryMode::Periodic).

§level: Option<usize>

Explicit decomposition depth; None (default) uses the maximum useful level.

§alpha: f64

Elastic-net mixing parameter ∈ [0, 1]: 1.0 is pure L1 (lasso), 0.0 is pure L2 (ridge). Default 0.5.

§lambda_grid: Option<Vec<f64>>

Explicit λ grid to search. None (default) auto-builds a geometric grid.

§n_lambda: usize

Number of λ values in the auto geometric grid (used when lambda_grid is None). Default 50.

§n_folds: usize

Number of cross-validation folds. Default 5.

§seed: u64

Fixed RNG seed for the (deterministic) fold partition. Default 0.

§max_iter: usize

Maximum coordinate-descent sweeps. Default 1000.

§tol: f64

Coordinate-descent convergence tolerance (max |Δβ| per sweep). Default 1e-6.

Trait Implementations§

Source§

impl Clone for WnetConfig

Source§

fn clone(&self) -> WnetConfig

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
Source§

impl Debug for WnetConfig

Source§

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
Source§

impl Default for WnetConfig

Source§

fn default() -> Self

Returns the “default value” for a type. Read more
Source§

impl PartialEq for WnetConfig

Source§

fn eq(&self, other: &WnetConfig) -> bool

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=. Read more
Source§

impl StructuralPartialEq for WnetConfig

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

Source§

impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

impl<T> Pointable for T

Source§

const ALIGN: usize

The alignment of pointer.
Source§

type Init = T

The type for initializers.
Source§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
Source§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
Source§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
Source§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T> Read<Exclusive, BecauseExclusive> for T
where T: ?Sized,

Source§

impl<T> Same for T

Source§

type Output = T

Should always be Self
Source§

impl<T> Scalar for T
where T: 'static + Clone + PartialEq + Debug,

Source§

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

Source§

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
Source§

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
Source§

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
Source§

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = !

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, !>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
Source§

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

Source§

fn vzip(self) -> V