Struct MultiTaskLassoCV 

pub struct MultiTaskLassoCV<F> { /* private fields */ }

Multi-task Lasso regression with built-in cross-validation for alpha selection.

The l1_ratio = 1.0 specialization of MultiTaskElasticNetCV: it auto-generates the L21 alpha grid, runs k-fold CV fitting a crate::MultiTaskLasso per fold, selects the alpha minimizing mean CV MSE, and refits on the full data. Has NO l1_ratio parameter.

Mirrors sklearn.linear_model.MultiTaskLassoCV (_coordinate_descent.py:3061).

Type Parameters

• F: The floating-point type (f32 or f64).

Implementations

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

pub fn new() -> Self

Create a new MultiTaskLassoCV with default settings.

Defaults mirror sklearn.linear_model.MultiTaskLassoCV.__init__ (_coordinate_descent.py:3228-3256):

• n_alphas = 100
• cv = 5
• max_iter = 1000
• tol = 1e-4
• fit_intercept = true

There is NO l1_ratio parameter (fixed at 1.0).

pub fn with_n_alphas(self, n_alphas: usize) -> Self

Set the number of alphas generated for the path.

pub fn with_cv(self, cv: usize) -> Self

Set the number of cross-validation folds (must be at least 2).

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

Set the maximum number of block-coordinate-descent iterations.

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

Set the convergence tolerance.

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

Set whether to fit per-task intercept terms.

Trait Implementations

impl<F: Clone> Clone for MultiTaskLassoCV<F>

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

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<F: Debug> Debug for MultiTaskLassoCV<F>

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

Formats the value using the given formatter.

impl<F: Float + FromPrimitive> Default for MultiTaskLassoCV<F>

fn default() -> Self

Returns the “default value” for a type.

impl<F: Float + Send + Sync + ScalarOperand + FromPrimitive + 'static> Fit<ArrayBase<OwnedRepr<F>, Dim<[usize; 2]>>, ArrayBase<OwnedRepr<F>, Dim<[usize; 2]>>> for MultiTaskLassoCV<F>

fn fit( &self, x: &Array2<F>, y: &Array2<F>, ) -> Result<FittedMultiTaskLassoCV<F>, FerroError>

Fit the MultiTaskLassoCV model by delegating to MultiTaskElasticNetCV with l1_ratio fixed to 1.0.

Errors

Forwards every error from the delegated MultiTaskElasticNetCV::fit (shape mismatch, invalid parameters, insufficient samples, non-finite input).

type Fitted = FittedMultiTaskLassoCV<F>

The fitted model type returned by fit.

type Error = FerroError

The error type returned by fit.