Structs§
- Canonical
Penalty - A canonicalized penalty with block-local root, ready for the solver.
- Engine
Dims - Minimal engine layout descriptor that avoids domain-specific layout coupling.
- Kronecker
Reparam Result - Result of Kronecker-factored reparameterization.
- Penalty
Matrix - Penalty
Null Split - The λ-invariant declared-null subspace of a penalty reparameterization, materialized in both coefficient frames (#2454).
- Reparam
Invariant - Lambda-independent reparameterization invariants derived from penalty structure.
- Reparam
Result - Result of the stable reparameterization algorithm from Wood (2011) Appendix B
Enums§
- Penalty
Frame - The coefficient frame a set of penalty roots is expressed in.
- Penalty
Representation
Functions§
- canonicalize_
penalty_ spec - Canonicalize a single
PenaltySpecinto aCanonicalPenaltyby computing the block-local eigendecomposition and extracting the root. - canonicalize_
penalty_ specs - Canonicalize a batch of penalty specs, dropping zero-rank penalties. Returns (active_penalties, active_nullspace_dims).
- create_
balanced_ penalty_ root_ from_ canonical - Creates a balanced penalty root from canonical penalties.
- kronecker_
logdet_ and_ derivatives - kronecker_
product - Computes the Kronecker product A ⊗ B for penalty matrix construction. This is used to create tensor product penalties that enforce smoothness in multiple dimensions for interaction terms.
- kronecker_
reparameterization_ engine - Kronecker-factored reparameterization for tensor-product penalties.
- kronecker_
reparameterization_ engine_ with_ invariant - Kronecker-factored reparameterization reusing a precomputed λ-invariant structure (eigensystems, reparameterized marginals, shrinkage scale).
- precompute_
reparam_ invariant_ from_ canonical - Precompute the lambda-invariant reparameterization structure from canonical penalties.
- report_
penalty_ pair_ redundancy - Measure and report how close each pair of penalties in the canonical bundle comes to being proportional.
- stable_
reparameterization_ engine_ canonical - Engine-facing stable reparameterization API using only
(p, k). - stable_
reparameterizationwith_ invariant - trace_
penalty_ covariance_ in_ orthogonal_ basis - trace_
reduced_ penalty_ covariance