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fix LASSO (#346)

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* fix lasso doc typo
* fix lasso optimizer bug
This commit is contained in:
Georeth Chow
2025-12-05 16:49:07 +08:00
committed by GitHub
parent 58a8624fa9
commit 78f18505b1
2 changed files with 4 additions and 4 deletions
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src/linear/lasso.rs
+1 -1
View File
@@ -166,7 +166,7 @@ pub struct LassoSearchParameters {
/// The maximum number of iterations /// The maximum number of iterations
pub max_iter: Vec<usize>, pub max_iter: Vec<usize>,
#[cfg_attr(feature = "serde", serde(default))] #[cfg_attr(feature = "serde", serde(default))]
/// The maximum number of iterations /// If false, force the intercept parameter (beta_0) to be zero.
pub fit_intercept: Vec<bool>, pub fit_intercept: Vec<bool>,
} }
src/linear/lasso_optimizer.rs
+3 -3
View File
@@ -53,6 +53,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
let lambda = lambda.max(T::epsilon()); let lambda = lambda.max(T::epsilon());
//parameters //parameters
let max_ls_iter = 100;
let pcgmaxi = 5000; let pcgmaxi = 5000;
let min_pcgtol = T::from_f64(0.1).unwrap(); let min_pcgtol = T::from_f64(0.1).unwrap();
let eta = T::from_f64(1E-3).unwrap(); let eta = T::from_f64(1E-3).unwrap();
@@ -68,7 +69,6 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
y.to_owned() y.to_owned()
}; };
let mut max_ls_iter = 100;
let mut pitr = 0; let mut pitr = 0;
let mut w = Vec::zeros(p); let mut w = Vec::zeros(p);
let mut neww = w.clone(); let mut neww = w.clone();
@@ -170,7 +170,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
s = T::one(); s = T::one();
let gdx = grad.dot(&dxu); let gdx = grad.dot(&dxu);
let lsiter = 0; let mut lsiter = 0;
while lsiter < max_ls_iter { while lsiter < max_ls_iter {
for i in 0..p { for i in 0..p {
neww[i] = w[i] + s * dx[i]; neww[i] = w[i] + s * dx[i];
@@ -195,7 +195,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
} }
} }
s = beta * s; s = beta * s;
max_ls_iter += 1; lsiter += 1;
} }
if lsiter == max_ls_iter { if lsiter == max_ls_iter {