pub struct WorkingState {
pub eta: LinearPredictor,
pub gradient: Array1<f64>,
pub hessian: SymmetricMatrix,
pub log_likelihood: f64,
pub deviance: f64,
pub penalty_term: f64,
pub firth: FirthDiagnostics,
pub ridge_used: f64,
pub hessian_curvature: HessianCurvatureKind,
pub gradient_natural_scale: f64,
}Expand description
Working state at a PIRLS iterate: gradient, Hessian, deviance, etc.
Fields§
§eta: LinearPredictor§gradient: Array1<f64>§hessian: SymmetricMatrix§log_likelihood: f64§deviance: f64§penalty_term: f64§firth: FirthDiagnostics§ridge_used: f64§hessian_curvature: HessianCurvatureKind§gradient_natural_scale: f64Implementations§
Source§impl WorkingState
impl WorkingState
pub fn jeffreys_logdet(&self) -> Option<f64>
Sourcepub fn relative_gradient_norm(&self, g_norm: f64) -> f64
pub fn relative_gradient_norm(&self, g_norm: f64) -> f64
Scale-invariant relative gradient residual.
Returns ||g||_2 / (1 + ||score||_2 + ||Sbeta||_2 + ridge||beta||_2).
g_norm is the projected/constrained stationarity residual in the
current PIRLS basis; the denominator is the natural magnitude of the
penalized gradient and is invariant under uniform rescaling of the
objective.
Sourcepub fn certifies_kkt(&self, g_norm: f64, tol: f64) -> bool
pub fn certifies_kkt(&self, g_norm: f64, tol: f64) -> bool
Strict KKT acceptance: g_norm certifies stationarity under EITHER
scale-invariant criterion (dimension-based or data-driven natural-scale).
Both certificates are invariant under uniform rescaling of the objective
F → c·F (in the limit where the natural scale dominates the additive
1 floor). Acceptance under either is sufficient because:
- the natural-scale bound is tighter when the data are well-scaled (it tracks actual gradient component magnitudes);
- the dimension bound is tighter when the design matrix has unusual scaling (so the natural scale is dominated by a single component).
Sourcepub fn near_stationary_kkt(&self, g_norm: f64, tol: f64) -> bool
pub fn near_stationary_kkt(&self, g_norm: f64, tol: f64) -> bool
Near-stationary band (10× the strict KKT tolerance) under EITHER
scale-invariant criterion. Used as a “good-enough” plateau check
that classifies a fit as StalledAtValidMinimum rather than as a
hard non-convergence. The band is 10 · tol without a
floor — a caller asking for tol = 1e-12 gets a 1e-11 band, not
the 1e-5 the old tol.max(1e-6) * 10 formula silently widened it
to. The 1e-6 floor was masking real convergence regressions
(e.g. constant_prior_mean_centers_penalty’s LM-ridge induced
2.5e-8 bias visible only when the user asked for sub-1e-6
precision).
Trait Implementations§
Source§impl Clone for WorkingState
impl Clone for WorkingState
Source§fn clone(&self) -> WorkingState
fn clone(&self) -> WorkingState
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreAuto Trait Implementations§
impl Freeze for WorkingState
impl RefUnwindSafe for WorkingState
impl Send for WorkingState
impl Sync for WorkingState
impl Unpin for WorkingState
impl UnsafeUnpin for WorkingState
impl UnwindSafe for WorkingState
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self into a Left variant of Either<Self, Self>
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if into_left(&self) returns true.
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