pub struct ElasticNet<F> {
pub alpha: F,
pub l1_ratio: F,
pub max_iter: usize,
pub tol: F,
pub fit_intercept: bool,
pub positive: bool,
pub precompute: bool,
pub selection: CoordSelection,
pub random_state: Option<u64>,
pub warm_start: bool,
pub coef_init: Option<Array1<F>>,
}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.
positive: boolWhen true, constrain coefficients to be non-negative.
precompute: boolWhen true, run coordinate descent on the precomputed Gram matrix
Q = Xcᵀ Xc and q = Xcᵀ yc instead of recomputing residuals each
pass.
Mirrors sklearn ElasticNet(precompute=False) (_coordinate_descent.py:774);
the Gram path runs sklearn’s enet_coordinate_descent_gram
(_cd_fast.pyx) with the ElasticNet L2 term α·(1−l1_ratio) in the
denominator. Reaches the same unique optimum (differing only at
floating-point reassociation level, ~1e-10).
selection: CoordSelectionOrder in which coordinates are visited each coordinate-descent sweep.
Mirrors sklearn ElasticNet(selection=...) (default Cyclic).
random_state: Option<u64>Seed for the RNG used when selection == CoordSelection::Random.
Mirrors sklearn ElasticNet(random_state=...) (default None). None
falls back to seed 0.
warm_start: boolWhen true, initialize coordinate descent from ElasticNet::coef_init
(the prior solution) instead of zeros.
Mirrors sklearn ElasticNet(warm_start=False)
(_coordinate_descent.py:795), which “reuse[s] the solution of the
previous call to fit as initialization” (:796). In sklearn the prior
solution is the mutable estimator’s own self.coef_, reused when
warm_start is set (_coordinate_descent.py:1062-1063: if not self.warm_start or not hasattr(self, "coef_"): coef_ = np.zeros(...)).
R-DEV-4 adaptation: ferrolearn estimators are immutable value types —
there is no mutable self.coef_ carried across repeated .fit() calls.
So the prior coefficient vector is supplied EXPLICITLY through
ElasticNet::coef_init rather than read off the estimator. The numerics
are identical: CD starts from coef_init instead of zeros.
coef_init: Option<Array1<F>>Explicit coordinate-descent initialization vector used when
ElasticNet::warm_start is true (the R-DEV-4 stand-in for sklearn’s
reused self.coef_).
Mirrors the coef_init seed fed to the path solver
(_coordinate_descent.py:648-651: coef_ = np.zeros(...) when
coef_init is None, else coef_ = np.asfortranarray(coef_init, ...)).
None (the default) — or warm_start == false — initializes w to
zeros, the byte-identical cold-start path. When Some, its length must
equal n_features.
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.
Sourcepub fn with_positive(self, positive: bool) -> Self
pub fn with_positive(self, positive: bool) -> Self
Set whether to constrain coefficients to be non-negative.
Mirrors sklearn.linear_model.ElasticNet(positive=...).
Sourcepub fn with_precompute(self, precompute: bool) -> Self
pub fn with_precompute(self, precompute: bool) -> Self
Set whether to run coordinate descent on the precomputed Gram matrix.
Mirrors sklearn.linear_model.ElasticNet(precompute=...)
(_coordinate_descent.py:774); true selects sklearn’s
enet_coordinate_descent_gram (_cd_fast.pyx), with the ElasticNet
L2 term α·(1−l1_ratio) in the per-coordinate denominator.
Sourcepub fn with_selection(self, selection: CoordSelection) -> Self
pub fn with_selection(self, selection: CoordSelection) -> Self
Set the coordinate-selection order for coordinate descent.
Mirrors sklearn.linear_model.ElasticNet(selection=...).
Sourcepub fn with_random_state(self, seed: u64) -> Self
pub fn with_random_state(self, seed: u64) -> Self
Set the RNG seed used when selection == CoordSelection::Random.
Mirrors sklearn.linear_model.ElasticNet(random_state=...).
Sourcepub fn with_warm_start(self, warm_start: bool) -> Self
pub fn with_warm_start(self, warm_start: bool) -> Self
Enable/disable warm-start coordinate-descent initialization.
Mirrors sklearn.linear_model.ElasticNet(warm_start=...)
(_coordinate_descent.py:795): when true, “reuse the solution of the
previous call to fit as initialization”. R-DEV-4: ferrolearn estimators
are immutable value types with no mutable self.coef_ carried across
.fit() calls, so the prior solution is supplied explicitly via
ElasticNet::with_coef_init; warm_start only gates whether that
vector (when present) is used instead of zeros.
Sourcepub fn with_coef_init(self, coef: Array1<F>) -> Self
pub fn with_coef_init(self, coef: Array1<F>) -> Self
Provide the explicit coordinate-descent initialization vector used when
ElasticNet::warm_start is true.
R-DEV-4 adaptation of sklearn’s reused self.coef_
(_coordinate_descent.py:1062-1063, seeded into the path solver’s
coef_init at :648-651): because ferrolearn estimators are immutable
value types, the prior coefficient vector is passed in explicitly rather
than read off a mutated estimator. Its length must equal n_features at
fit time, else Fit::fit returns FerroError::ShapeMismatch.
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 (const: unstable) · 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<F> PipelineEstimator<F> for ElasticNet<F>
impl<F> PipelineEstimator<F> for ElasticNet<F>
Source§fn fit_pipeline(
&self,
x: &Array2<F>,
y: &Array1<F>,
) -> Result<Box<dyn FittedPipelineEstimator<F>>, FerroError>
fn fit_pipeline( &self, x: &Array2<F>, y: &Array1<F>, ) -> Result<Box<dyn FittedPipelineEstimator<F>>, 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 + RefUnwindSafe,
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,
impl<T, U> Imply<T> for U
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