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Regularization Path Algorithms for SVM
This module implements algorithms to compute the full regularization path for various types of regularized SVMs. The regularization path shows how the solution changes as the regularization parameter varies, which is useful for model selection and understanding the trade-off between complexity and fit.
Algorithms included:
- Lasso Path: For L1-regularized linear SVMs
- Elastic Net Path: For combined L1/L2 regularized SVMs
- Group Lasso Path: For group-structured regularization
- Adaptive Lasso Path: With adaptive weights for feature selection
Structs§
- Regularization
Path Config - Configuration for regularization path computation
- Regularization
Path Result - Results of regularization path computation
- Regularization
Path Solver - Regularization Path Solver for SVMs
Enums§
- Cross
Validation Strategy - Cross-validation strategy for path selection
- Regularization
Path Type - Regularization path algorithm types