Struct LassoFit 

pub struct LassoFit {

    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,
}

Result of a lasso regression fit.

Contains the fitted model coefficients, convergence information, and diagnostic metrics.

Fields

• lambda - The regularization strength used
• intercept - Intercept coefficient (never penalized)
• coefficients - Slope coefficients (some may be exactly zero due to L1 penalty)
• fitted_values - Predicted values on training data
• residuals - Residuals (y - fitted_values)
• n_nonzero - Number of non-zero coefficients (excluding intercept)
• iterations - Number of coordinate descent iterations performed
• converged - Whether the algorithm converged
• r_squared - Coefficient of determination
• adj_r_squared - Adjusted R²
• mse - Mean squared error
• rmse - Root mean squared error
• mae - Mean absolute error

Example

let fit = lasso_fit(&x, &y, &options).unwrap();

// Check convergence and sparsity
println!("Converged: {}", fit.converged);
println!("Non-zero coefficients: {}", fit.n_nonzero);
println!("Iterations: {}", fit.iterations);

// Access model coefficients
println!("Intercept: {}", fit.intercept);
println!("Slopes: {:?}", fit.coefficients);

Fields

lambda: f64

intercept: f64

coefficients: Vec<f64>

fitted_values: Vec<f64>

residuals: Vec<f64>

n_nonzero: usize

iterations: usize

converged: bool

r_squared: f64

adj_r_squared: f64

mse: f64

rmse: f64

mae: f64

Trait Implementations

impl Clone for LassoFit

fn clone(&self) -> LassoFit

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LassoFit

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

Formats the value using the given formatter.

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.