Trait Optimizable

pub trait Optimizable {
    type Inputs;
    type Targets;

    // Required method
    fn compute_grad(
        &self,
        params: &[f64],
        inputs: &Self::Inputs,
        targets: &Self::Targets,
    ) -> (f64, Vec<f64>);
}

Trait for models which can be gradient-optimized.

Required Associated Types

type Inputs

The input data type to the model.

type Targets

The target data type to the model.

Required Methods

fn compute_grad( &self, params: &[f64], inputs: &Self::Inputs, targets: &Self::Targets, ) -> (f64, Vec<f64>)

Compute the gradient for the model.

Implementors

impl Optimizable for LinRegressor

type Inputs = Matrix<f64>

type Targets = Vector<f64>

impl Optimizable for BaseLogisticRegressor

Computing the gradient of the underlying Logistic Regression model.

The gradient is given by

X^T(h(Xb) - y) / m

where h is the sigmoid function and b the underlying model parameters.

type Inputs = Matrix<f64>

type Targets = Vector<f64>

impl<'a, T: Criterion> Optimizable for BaseNeuralNet<'a, T>

Compute the gradient of the Neural Network using the back propagation algorithm.

type Inputs = Matrix<f64>

type Targets = Matrix<f64>