feat: + cross_validate, trait Predictor, refactoring
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@@ -63,12 +63,13 @@ use std::fmt::Debug;
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use serde::{Deserialize, Serialize};
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use crate::base::Predictor;
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use crate::error::Failed;
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use crate::linalg::BaseVector;
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use crate::linalg::Matrix;
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use crate::math::num::RealNumber;
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#[derive(Serialize, Deserialize, Debug)]
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#[derive(Serialize, Deserialize, Debug, Clone)]
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/// Approach to use for estimation of regression coefficients. Cholesky is more efficient but SVD is more stable.
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pub enum RidgeRegressionSolverName {
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/// Cholesky decomposition, see [Cholesky](../../linalg/cholesky/index.html)
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@@ -78,7 +79,7 @@ pub enum RidgeRegressionSolverName {
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}
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/// Ridge Regression parameters
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#[derive(Serialize, Deserialize, Debug)]
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#[derive(Serialize, Deserialize, Debug, Clone)]
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pub struct RidgeRegressionParameters<T: RealNumber> {
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/// Solver to use for estimation of regression coefficients.
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pub solver: RidgeRegressionSolverName,
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@@ -114,6 +115,12 @@ impl<T: RealNumber, M: Matrix<T>> PartialEq for RidgeRegression<T, M> {
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}
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}
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impl<T: RealNumber, M: Matrix<T>> Predictor<M, M::RowVector> for RidgeRegression<T, M> {
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fn predict(&self, x: &M) -> Result<M::RowVector, Failed> {
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self.predict(x)
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}
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}
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impl<T: RealNumber, M: Matrix<T>> RidgeRegression<T, M> {
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/// Fits ridge regression to your data.
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/// * `x` - _NxM_ matrix with _N_ observations and _M_ features in each observation.
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