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LassoLars

Struct LassoLars 

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pub struct LassoLars<F> {
    pub alpha: F,
    pub max_iter: usize,
    pub fit_intercept: bool,
}
Expand description

Lasso-LARS: LARS with the Lasso constraint.

Like Lars, but features are removed from the active set when their coefficient crosses zero during the OLS update, enforcing an L1 penalty controlled by alpha.

§Type Parameters

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

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§alpha: F

L1 regularization strength. Larger values produce sparser models.

§max_iter: usize

Maximum number of forward steps.

§fit_intercept: bool

Whether to fit an intercept (bias) term.

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impl<F: Float> LassoLars<F>

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pub fn new() -> Self

Create a new LassoLars with default settings.

Defaults: alpha = 1.0, max_iter = 500, fit_intercept = true.

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

Set the L1 regularization strength.

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

Set the maximum number of forward steps.

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

Set whether to fit an intercept term.

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impl<F: Clone> Clone for LassoLars<F>

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fn clone(&self) -> LassoLars<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 LassoLars<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> Default for LassoLars<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 LassoLars<F>

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fn fit( &self, x: &Array2<F>, y: &Array1<F>, ) -> Result<FittedLassoLars<F>, FerroError>

Fit the Lasso-LARS model.

Like LARS, but features whose coefficients cross zero during the OLS step are removed from the active set, enforcing an implicit L1 penalty. The iteration stops when the maximum absolute correlation with the residual drops below alpha.

§Errors
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type Fitted = FittedLassoLars<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<F> PipelineEstimator<F> for LassoLars<F>
where F: Float + FromPrimitive + ScalarOperand + Send + Sync + 'static,

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fn fit_pipeline( &self, x: &Array2<F>, y: &Array1<F>, ) -> Result<Box<dyn FittedPipelineEstimator<F>>, FerroError>

Fit this estimator on the given data. Read more

Auto Trait Implementations§

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

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

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

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

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

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

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impl<F> UnwindSafe for LassoLars<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,