Struct LassoParams

pub struct LassoParams<F>(/* private fields */);

A hyper-parameter set during construction

Configures and minimizes the following objective function:

1 / (2 * n_samples) * ||y - Xw||^2_2
    + alpha * ||w||_1

Implementations

impl<F: Float> LassoParams<F>

Configure and fit a Lasso model

pub fn new() -> LassoParams<F>

Create default Lasso hyper parameters

pub fn alpha(self, alpha: F) -> Self

Set the regularization hyperparameter. A higher value yields sparser solutions. Defaults to 1 if not set.

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

Set the maximum number of iterations in the outer loop used to build working set. Defaults to 50 if not set.

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

Set the maximum number of epochs in the inner loop during the descent routine. Defaults to 1000 if not set.

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

Set the initial working set size.

Defaults to 10 if not set.

pub fn tolerance(self, tolerance: F) -> Self

Set the stopping criterion for the optimization routine (KKT violation).

Defaults to 1e-6 if not set.

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

Set the number of points used for extrapolation.

Defaults to 5 if not set.

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

Enables the use of Anderson acceleration for the extrapolation of primal iterates. Defaults to true if not set.

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

Sets the verbosity level of the solver.

Defaults to true if not set.

Trait Implementations

impl<F: Clone> Clone for LassoParams<F>

fn clone(&self) -> LassoParams<F>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<F: Debug> Debug for LassoParams<F>

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

Formats the value using the given formatter.

impl<F: Float> Default for LassoParams<F>

fn default() -> Self

Returns the “default value” for a type.

impl<F: Float> ParamGuard for LassoParams<F>

fn check_ref(&self) -> Result<&Self::Checked>

Validate the hyper parameters

type Checked = LassoValidParams<F>

The checked hyperparameters

type Error = EstimatorError

Error type resulting from failed hyperparameter checking

fn check(self) -> Result<Self::Checked>

Checks the hyperparameters and returns the checked hyperparameters if successful

fn check_unwrap(self) -> Self::Checked

where Self: Sized,

Calls check() and unwraps the result

impl<F: PartialEq> PartialEq for LassoParams<F>

fn eq(&self, other: &LassoParams<F>) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl<F> StructuralPartialEq for LassoParams<F>