LassoFit

linreg_core::regularized::lasso

Struct LassoFit

pub struct LassoFit {Show 13 fields
    pub lambda: f64,
    pub intercept: f64,
    pub coefficients: Vec<f64>,
    pub fitted_values: Vec<f64>,
    pub residuals: Vec<f64>,
    pub n_nonzero: usize,
    pub iterations: usize,
    pub converged: bool,
    pub r_squared: f64,
    pub adj_r_squared: f64,
    pub mse: f64,
    pub rmse: f64,
    pub mae: f64,
}

Expand description

Result of a lasso regression fit.

§Fields

lambda - The lambda value used for fitting
intercept - Intercept coefficient (on original scale)
coefficients - Slope coefficients (on original scale, may contain zeros)
fitted_values - In-sample predictions
residuals - Residuals (y - fitted_values)
n_nonzero - Number of non-zero coefficients (excluding intercept)
iterations - Number of coordinate descent iterations
converged - Whether the algorithm converged
r_squared - R² (coefficient of determination)
adj_r_squared - Adjusted R² (using effective df based on n_nonzero)
mse - Mean squared error
rmse - Root mean squared error
mae - Mean absolute error

Fields§

§lambda: f64

Lambda value used for fitting

§intercept: f64

Intercept on original scale

§coefficients: Vec<f64>

Slope coefficients on original scale

§fitted_values: Vec<f64>

Fitted values

§residuals: Vec<f64>

Residuals

§n_nonzero: usize

Number of non-zero coefficients

§iterations: usize

Number of iterations performed

§converged: bool

Whether convergence was achieved

§r_squared: f64

R² (coefficient of determination)

§adj_r_squared: f64

Adjusted R² (penalized for effective number of parameters)

§mse: f64

Mean squared error

§rmse: f64

Root mean squared error

§mae: f64

Mean absolute error

Trait Implementations§

impl Clone for LassoFit

fn clone(&self) -> LassoFit

Returns a duplicate of the value. Read more

1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

impl Debug for LassoFit

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

impl Serialize for LassoFit

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for LassoFit

impl RefUnwindSafe for LassoFit

impl Send for LassoFit

impl Sync for LassoFit

impl Unpin for LassoFit

impl UnwindSafe for LassoFit

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

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

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.