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Merge branch 'development' into elasticnet

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This commit is contained in:
Volodymyr Orlov
2020-12-11 18:59:04 -08:00
parent 78673b597f 53351b2ece
commit a27c29b736
27 changed files with 208 additions and 219 deletions
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src/linear/lasso.rs
+6 -6
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@@ -118,14 +118,14 @@ impl<T: RealNumber, M: Matrix<T>> Lasso<T, M> {
parameters.tol,
)?;
for j in 0..p {
w.set(j, 0, w.get(j, 0) / col_std[j]);
for (j, col_std_j) in col_std.iter().enumerate().take(p) {
w.set(j, 0, w.get(j, 0) / *col_std_j);
}
let mut b = T::zero();
for i in 0..p {
b += w.get(i, 0) * col_mean[i];
for (i, col_mean_i) in col_mean.iter().enumerate().take(p) {
b += w.get(i, 0) * *col_mean_i;
}
b = y.mean() - b;
@@ -168,8 +168,8 @@ impl<T: RealNumber, M: Matrix<T>> Lasso<T, M> {
let col_mean = x.mean(0);
let col_std = x.std(0);
for i in 0..col_std.len() {
if (col_std[i] - T::zero()).abs() < T::epsilon() {
for (i, col_std_i) in col_std.iter().enumerate() {
if (*col_std_i - T::zero()).abs() < T::epsilon() {
return Err(Failed::fit(&format!(
"Cannot rescale constant column {}",
i