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ElasticNet

Struct ElasticNet 

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#[non_exhaustive]
pub struct ElasticNet { /* private fields */ }
Expand description

ElasticNet regression (mixed L1 + L2 regularization).

Uses coordinate descent to minimize:

(1 / 2n) ‖y − Xβ − β₀‖² + α × l1_ratio × ‖β‖₁ + α × (1 − l1_ratio) / 2 × ‖β‖²

§Example

use scry_learn::dataset::Dataset;
use scry_learn::linear::ElasticNet;

let features = vec![vec![1.0, 2.0, 3.0, 4.0, 5.0]];
let target = vec![2.1, 4.0, 5.9, 8.1, 10.0];
let data = Dataset::new(features, target, vec!["x".into()], "y");

let mut model = ElasticNet::new().alpha(0.1).l1_ratio(0.5);
model.fit(&data).unwrap();
let preds = model.predict(&[vec![3.0]]).unwrap();

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impl ElasticNet

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pub fn new() -> Self

Create a new ElasticNet with default parameters.

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pub fn alpha(self, a: f64) -> Self

Set the overall regularization strength.

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pub fn l1_ratio(self, r: f64) -> Self

Set the L1/L2 mix ratio (0.0 = Ridge, 1.0 = Lasso).

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pub fn max_iter(self, n: usize) -> Self

Set the maximum number of iterations.

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pub fn tol(self, t: f64) -> Self

Set convergence tolerance.

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pub fn fit(&mut self, data: &Dataset) -> Result<()>

Fit the ElasticNet model using coordinate descent.

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pub fn predict(&self, features: &[Vec<f64>]) -> Result<Vec<f64>>

Predict target values for new samples.

features is row-major: features[sample_idx][feature_idx].

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pub fn fit_sparse(&mut self, features: &CscMatrix, target: &[f64]) -> Result<()>

Fit on sparse features using coordinate descent.

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pub fn predict_sparse(&self, features: &CsrMatrix) -> Result<Vec<f64>>

Predict from sparse features (CSR format).

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pub fn coefficients(&self) -> &[f64]

Get learned coefficients.

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pub fn intercept(&self) -> f64

Get learned intercept.

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impl Clone for ElasticNet

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fn clone(&self) -> ElasticNet

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for ElasticNet

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

Formats the value using the given formatter. Read more
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impl Default for ElasticNet

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl PipelineModel for ElasticNet

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fn fit(&mut self, data: &Dataset) -> Result<()>

Train the model on a dataset.
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fn predict(&self, features: &[Vec<f64>]) -> Result<Vec<f64>>

Predict on row-major feature matrix.
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impl Tunable for ElasticNet

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fn set_param(&mut self, name: &str, _value: ParamValue) -> Result<()>

Apply a named hyperparameter. Read more
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fn clone_box(&self) -> Box<dyn Tunable>

Clone this model into a boxed trait object.
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fn fit(&mut self, data: &Dataset) -> Result<()>

Train on a dataset.
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fn predict(&self, features: &[Vec<f64>]) -> Result<Vec<f64>>

Predict on row-major features.

Auto Trait Implementations§

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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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
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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

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fn into(self) -> U

Calls U::from(self).

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

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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impl<T> Pointable for T

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const ALIGN: usize

The alignment of pointer.
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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
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unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.