ElasticNet

Struct ElasticNet 

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pub struct ElasticNet {
    pub alpha: Float,
    pub l1_ratio: Float,
    pub max_iter: usize,
    pub tol: Float,
    pub fit_intercept: bool,
    pub normalize: bool,
    pub positive: bool,
    pub random_state: Option<u64>,
}
Expand description

Elastic Net regularization combining L1 and L2 penalties

The elastic net penalty is: alpha * (l1_ratio * |w|_1 + (1 - l1_ratio) * |w|_2^2) where alpha controls overall regularization strength and l1_ratio controls the balance between L1 and L2 penalties.

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§alpha: Float

Regularization strength (alpha)

§l1_ratio: Float

L1 ratio (0.0 = pure L2, 1.0 = pure L1)

§max_iter: usize

Maximum number of iterations for coordinate descent

§tol: Float

Convergence tolerance

§fit_intercept: bool

Whether to fit intercept

§normalize: bool

Whether to normalize features

§positive: bool

Positive constraint on coefficients

§random_state: Option<u64>

Random state for reproducibility

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impl ElasticNet

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pub fn new(alpha: Float, l1_ratio: Float) -> Self

Create a new ElasticNet regularizer

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

Set maximum number of iterations

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pub fn tol(self, tol: Float) -> Self

Set convergence tolerance

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pub fn fit_intercept(self, fit_intercept: bool) -> Self

Set whether to fit intercept

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pub fn normalize(self, normalize: bool) -> Self

Set whether to normalize features

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pub fn positive(self, positive: bool) -> Self

Set positive constraint

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pub fn random_state(self, random_state: u64) -> Self

Set random state

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pub fn fit(&self, X: &Array2<Float>, y: &Array1<Float>) -> Result<Array1<Float>>

Fit elastic net to data using coordinate descent

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pub fn penalty(&self, coef: &Array1<Float>) -> Float

Compute elastic net penalty value

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pub fn path( &self, X: &Array2<Float>, y: &Array1<Float>, alphas: &Array1<Float>, ) -> Result<Array2<Float>>

Compute elastic net regularization path for different alpha values

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impl Clone for ElasticNet

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fn clone(&self) -> ElasticNet

Returns a duplicate of the value. Read more
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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<T> Any for T
where T: 'static + ?Sized,

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

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impl<T> CloneToUninit for T
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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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const ALIGN: usize

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type Init = T

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unsafe fn init(init: <T as Pointable>::Init) -> usize

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fn vzip(self) -> V