Add linfa-linear package with ordinary least squares regression #20
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Ensure the linear regression works with f32, f64, c32 and c64 element types, not only with f64.
Use methods from the `approx` instead of our own hand-rolled functions.
bytesnake
reviewed
Jul 14, 2020
| FitInterceptAndNormalize, | ||
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| fn fit_intercept(options: Options) -> bool { |
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can you implement this as a member of Options?
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| /// Configure the linear regression model to fit an intercept. | ||
| pub fn fit_intercept(mut self) -> Self { |
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I don't really like the name, because fit_intercept sounds like a special function of fit, but is actually part of the builder. Perhaps it would be easier to have a pub fn options(&mut self, options: Options) or alternatively with_intercept.
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I will merge this PR now. If you have something to amend, please do so (otherwise any PR for Ridge/LASSO regression is welcome too 😄 ) |
This was referenced Jul 20, 2020
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This PR adds the linfa-linear crate with an ordinary least squares regression model.
It is in spirit similar to PR 10 which looks like it has stalled. It also addresses the issues discussed in this PR and ads example code and tests.