Struct LambdaPathOptions 

pub struct LambdaPathOptions {
    pub nlambda: usize,
    pub lambda_min_ratio: Option<f64>,
    pub alpha: f64,
    pub eps_for_ridge: f64,
}

Options for generating a lambda path.

Fields

• nlambda - Number of lambda values (default: 100)
• lambda_min_ratio - Lambda minimum ratio (default: None, which auto-selects based on n vs p)
• alpha - Elastic net mixing parameter (0 = ridge, 1 = lasso)
• eps_for_ridge - Small alpha to use for computing lambda_max when alpha=0 (default: 0.001)

Example

let opts = LambdaPathOptions {
    nlambda: 50,
    lambda_min_ratio: Some(0.01),
    alpha: 0.5,
    eps_for_ridge: 0.001,
};

assert_eq!(opts.nlambda, 50);
assert_eq!(opts.alpha, 0.5);

Fields

nlambda: usize

Number of lambda values to generate

lambda_min_ratio: Option<f64>

Lambda minimum ratio. If None, auto-selects: 0.0001 if n >= p, else 0.01

alpha: f64

Elastic net mixing parameter (0 = ridge, 1 = lasso)

eps_for_ridge: f64

Small value to use for ridge regression max lambda calculation to avoid numerical issues (default: 1e-3)

Trait Implementations

impl Clone for LambdaPathOptions

fn clone(&self) -> LambdaPathOptions

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LambdaPathOptions

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

Formats the value using the given formatter.

impl Default for LambdaPathOptions

fn default() -> Self

Returns the “default value” for a type.