Module regularization_path

Module regularization_path 

Source
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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§

RegularizationPathConfig
Configuration for regularization path computation
RegularizationPathResult
Results of regularization path computation
RegularizationPathSolver
Regularization Path Solver for SVMs

Enums§

CrossValidationStrategy
Cross-validation strategy for path selection
RegularizationPathType
Regularization path algorithm types