Struct LassoRegression 

#[non_exhaustive]
pub struct LassoRegression { /* private fields */ }

Lasso regression (L1-regularized linear regression).

Uses coordinate descent to find the coefficients β that minimize:

(1 / 2n) ‖y − Xβ − β₀‖² + α ‖β‖₁

Higher alpha produces sparser models (more coefficients driven to zero).

Example

use scry_learn::dataset::Dataset;
use scry_learn::linear::LassoRegression;

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 lasso = LassoRegression::new().alpha(0.1);
lasso.fit(&data).unwrap();
let preds = lasso.predict(&[vec![3.0]]).unwrap();

Implementations

impl LassoRegression

pub fn new() -> Self

Create a new Lasso with default parameters (alpha=1.0, max_iter=1000).

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

Set the L1 regularization strength.

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

Set the maximum number of iterations.

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

Set convergence tolerance.

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

Fit the Lasso model using coordinate descent.

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].

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

Fit on sparse features using coordinate descent.

Accepts CscMatrix for efficient column-oriented coordinate descent.

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

Predict from sparse features (CSR format).

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

Get learned coefficients.

pub fn intercept(&self) -> f64

Get learned intercept.

Trait Implementations

impl Clone for LassoRegression

fn clone(&self) -> LassoRegression

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LassoRegression

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

Formats the value using the given formatter.

impl Default for LassoRegression

fn default() -> Self

Returns the “default value” for a type.

impl PipelineModel for LassoRegression

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

Train the model on a dataset.

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

Predict on row-major feature matrix.

impl Tunable for LassoRegression

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

Apply a named hyperparameter.

fn clone_box(&self) -> Box<dyn Tunable>

Clone this model into a boxed trait object.

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

Train on a dataset.

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

Predict on row-major features.