Expand description
Vector-valued response support.
Many smooths sharing one latent: the shape function in the latent-variable engine maps to a reduced activation vector (tens-to-hundreds of dimensions, after a random-matrix noise cut). This module defines the response-side types, the Gaussian vector likelihood, and the connector trait the inner solver consumes.
Conventions:
Yis shape(N, M):Nrows,Moutput dimensions.etais shape(N, M): the linear predictor with one column per output.- For Gaussian identity-link, mean(η) = η, so the likelihood depends only
on
etaandY.
The Hessian is block-structured: per-row (N independent blocks for the
Gaussian case), each of size (M, M). For a Gaussian likelihood with
Diagonal/Isotropic noise this per-row block is itself diagonal — exactly
what the arrow Schur elimination in solver/arrow_schur.rs consumes.
Structs§
- Gaussian
Vector Likelihood - Gaussian vector likelihood with identity link.
- Multinomial
Logit Likelihood - Multinomial-logit (softmax) likelihood with explicit reference class.
- Vector
Response Target - Vector-valued response target.
Enums§
- Vector
Noise - Per-output noise model for a vector response.
Traits§
- Vector
Likelihood - Connector trait the inner solver (Piece 1) plugs into.