pub struct ElasticNet<F> {
pub alpha: F,
pub l1_ratio: F,
pub max_iter: usize,
pub tol: F,
pub fit_intercept: bool,
}Expand description
ElasticNet regression (L1 + L2 regularized least squares).
Minimizes a combination of L1 and L2 penalties controlled by
alpha and l1_ratio. Uses coordinate descent with soft-thresholding
to handle the non-smooth L1 component.
§Type Parameters
F: The floating-point type (f32orf64).
Fields§
§alpha: FOverall regularization strength. Larger values enforce stronger regularization.
l1_ratio: FMix between L1 and L2 regularization.
l1_ratio = 1.0→ pure Lasso (L1 only)l1_ratio = 0.0→ pure Ridge (L2 only)0.0 < l1_ratio < 1.0→ ElasticNet blend
max_iter: usizeMaximum number of coordinate descent iterations.
tol: FConvergence tolerance on the maximum coefficient change per pass.
fit_intercept: boolWhether to fit an intercept (bias) term.
Implementations§
Source§impl<F: Float + FromPrimitive> ElasticNet<F>
impl<F: Float + FromPrimitive> ElasticNet<F>
Sourcepub fn new() -> Self
pub fn new() -> Self
Create a new ElasticNet with default settings.
Defaults: alpha = 1.0, l1_ratio = 0.5, max_iter = 1000,
tol = 1e-4, fit_intercept = true.
Sourcepub fn with_alpha(self, alpha: F) -> Self
pub fn with_alpha(self, alpha: F) -> Self
Set the overall regularization strength.
Sourcepub fn with_l1_ratio(self, l1_ratio: F) -> Self
pub fn with_l1_ratio(self, l1_ratio: F) -> Self
Set the L1/L2 mixing ratio.
Must be in [0.0, 1.0]. Values outside this range will be rejected
at fit time.
Sourcepub fn with_max_iter(self, max_iter: usize) -> Self
pub fn with_max_iter(self, max_iter: usize) -> Self
Set the maximum number of coordinate descent iterations.
Sourcepub fn with_tol(self, tol: F) -> Self
pub fn with_tol(self, tol: F) -> Self
Set the convergence tolerance on maximum coefficient change.
Sourcepub fn with_fit_intercept(self, fit_intercept: bool) -> Self
pub fn with_fit_intercept(self, fit_intercept: bool) -> Self
Set whether to fit an intercept term.
Trait Implementations§
Source§impl<F: Clone> Clone for ElasticNet<F>
impl<F: Clone> Clone for ElasticNet<F>
Source§fn clone(&self) -> ElasticNet<F>
fn clone(&self) -> ElasticNet<F>
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl<F: Debug> Debug for ElasticNet<F>
impl<F: Debug> Debug for ElasticNet<F>
Source§impl<F: Float + FromPrimitive> Default for ElasticNet<F>
impl<F: Float + FromPrimitive> Default for ElasticNet<F>
Source§impl<F: Float + Send + Sync + ScalarOperand + FromPrimitive + 'static> Fit<ArrayBase<OwnedRepr<F>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<F>, Dim<[usize; 1]>>> for ElasticNet<F>
impl<F: Float + Send + Sync + ScalarOperand + FromPrimitive + 'static> Fit<ArrayBase<OwnedRepr<F>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<F>, Dim<[usize; 1]>>> for ElasticNet<F>
Source§fn fit(
&self,
x: &Array2<F>,
y: &Array1<F>,
) -> Result<FittedElasticNet<F>, FerroError>
fn fit( &self, x: &Array2<F>, y: &Array1<F>, ) -> Result<FittedElasticNet<F>, FerroError>
Fit the ElasticNet model using coordinate descent.
Centers the data if fit_intercept is true, then alternates
coordinate updates using the soft-threshold rule with L2 scaling.
§Errors
FerroError::ShapeMismatchifxandyhave different numbers of samples.FerroError::InvalidParameterifalphais negative,l1_ratiois outside[0, 1], ortolis non-positive.FerroError::InsufficientSamplesifn_samples == 0.
Source§type Fitted = FittedElasticNet<F>
type Fitted = FittedElasticNet<F>
fit.Source§type Error = FerroError
type Error = FerroError
fit.Source§impl PipelineEstimator for ElasticNet<f64>
impl PipelineEstimator for ElasticNet<f64>
Source§fn fit_pipeline(
&self,
x: &Array2<f64>,
y: &Array1<f64>,
) -> Result<Box<dyn FittedPipelineEstimator>, FerroError>
fn fit_pipeline( &self, x: &Array2<f64>, y: &Array1<f64>, ) -> Result<Box<dyn FittedPipelineEstimator>, FerroError>
Fit the model and return it as a boxed pipeline estimator.
§Errors
Propagates any FerroError from fit.
Auto Trait Implementations§
impl<F> Freeze for ElasticNet<F>where
F: Freeze,
impl<F> RefUnwindSafe for ElasticNet<F>where
F: RefUnwindSafe,
impl<F> Send for ElasticNet<F>where
F: Send,
impl<F> Sync for ElasticNet<F>where
F: Sync,
impl<F> Unpin for ElasticNet<F>where
F: Unpin,
impl<F> UnsafeUnpin for ElasticNet<F>where
F: UnsafeUnpin,
impl<F> UnwindSafe for ElasticNet<F>where
F: UnwindSafe,
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> DistributionExt for Twhere
T: ?Sized,
impl<T> DistributionExt for Twhere
T: ?Sized,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
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 moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
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