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ElasticNet

Struct ElasticNet 

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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 (f32 or f64).

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§alpha: F

Overall regularization strength. Larger values enforce stronger regularization.

§l1_ratio: F

Mix 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: usize

Maximum number of coordinate descent iterations.

§tol: F

Convergence tolerance on the maximum coefficient change per pass.

§fit_intercept: bool

Whether to fit an intercept (bias) term.

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impl<F: Float + FromPrimitive> ElasticNet<F>

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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.

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pub fn with_alpha(self, alpha: F) -> Self

Set the overall regularization strength.

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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.

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pub fn with_max_iter(self, max_iter: usize) -> Self

Set the maximum number of coordinate descent iterations.

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pub fn with_tol(self, tol: F) -> Self

Set the convergence tolerance on maximum coefficient change.

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pub fn with_fit_intercept(self, fit_intercept: bool) -> Self

Set whether to fit an intercept term.

Trait Implementations§

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impl<F: Clone> Clone for ElasticNet<F>

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fn clone(&self) -> ElasticNet<F>

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<F: Debug> Debug for ElasticNet<F>

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

Formats the value using the given formatter. Read more
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impl<F: Float + FromPrimitive> Default for ElasticNet<F>

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<F: Float + Send + Sync + ScalarOperand + FromPrimitive + 'static> Fit<ArrayBase<OwnedRepr<F>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<F>, Dim<[usize; 1]>>> for ElasticNet<F>

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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
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type Fitted = FittedElasticNet<F>

The fitted model type returned by fit.
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type Error = FerroError

The error type returned by fit.
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impl PipelineEstimator for ElasticNet<f64>

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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§

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impl<F> Freeze for ElasticNet<F>
where F: Freeze,

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impl<F> RefUnwindSafe for ElasticNet<F>
where F: RefUnwindSafe,

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impl<F> Send for ElasticNet<F>
where F: Send,

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impl<F> Sync for ElasticNet<F>
where F: Sync,

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impl<F> Unpin for ElasticNet<F>
where F: Unpin,

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impl<F> UnsafeUnpin for ElasticNet<F>
where F: UnsafeUnpin,

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impl<F> UnwindSafe for ElasticNet<F>
where F: UnwindSafe,

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more
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impl<T> ByRef<T> for T

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fn by_ref(&self) -> &T

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

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

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fn rand<T>(&self, rng: &mut (impl Rng + ?Sized)) -> T
where Self: Distribution<T>,

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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

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fn into(self) -> U

Calls U::from(self).

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

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impl<T> IntoEither for T

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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
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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
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impl<T> Pointable for T

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const ALIGN: usize

The alignment of pointer.
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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
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unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V

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impl<T, U> Imply<T> for U
where T: ?Sized, U: ?Sized,