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- #= ======================
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- LINEAR REGRESSOR (OLS)
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- ====================== =#
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+ #= ======================
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+ LINEAR REGRESSOR (OLS)
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+ ====================== =#
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@with_kw_noshow mutable struct LinearRegressor <: MLJBase.Deterministic
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fit_intercept:: Bool = true
@@ -11,9 +11,9 @@ glr(m::LinearRegressor) = LinearRegression(fit_intercept=m.fit_intercept)
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descr (:: Type{LinearRegressor} ) = " Regression with objective function ``|Xθ - y|₂²/2``."
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- #= ===============
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- RIDGE REGRESSOR
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- =============== =#
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+ #= ===============
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+ RIDGE REGRESSOR
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+ =============== =#
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@with_kw_noshow mutable struct RidgeRegressor <: MLJBase.Deterministic
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lambda:: Real = 1.0
@@ -27,9 +27,9 @@ glr(m::RidgeRegressor) = RidgeRegression(m.lambda, fit_intercept=m.fit_intercept
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descr (:: Type{RidgeRegressor} ) = " Regression with objective function ``|Xθ - y|₂²/2 + λ|θ|₂²/2``."
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- #= ===============
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- LASSO REGRESSOR
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- =============== =#
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+ #= ===============
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+ LASSO REGRESSOR
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+ =============== =#
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@with_kw_noshow mutable struct LassoRegressor <: MLJBase.Deterministic
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lambda:: Real = 1.0
@@ -43,9 +43,9 @@ glr(m::LassoRegressor) = LassoRegression(m.lambda, fit_intercept=m.fit_intercept
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descr (:: Type{LassoRegressor} ) = " Regression with objective function ``|Xθ - y|₂²/2 + λ|θ|₁``."
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- #= =====================
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- ELASTIC NET REGRESSOR
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- ===================== =#
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+ #= =====================
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+ ELASTIC NET REGRESSOR
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+ ===================== =#
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@with_kw_noshow mutable struct ElasticNetRegressor <: MLJBase.Deterministic
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lambda:: Real = 1.0
@@ -61,9 +61,9 @@ glr(m::ElasticNetRegressor) = ElasticNetRegression(m.lambda, m.gamma,
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descr (:: Type{ElasticNetRegressor} ) = " Regression with objective function ``|Xθ - y|₂²/2 + λ|θ|₂²/2 + γ|θ|₁``."
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- #= ==========================
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- ROBUST REGRESSOR (General)
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- ========================== =#
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+ #= ==========================
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+ ROBUST REGRESSOR (General)
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+ ========================== =#
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@with_kw_noshow mutable struct RobustRegressor <: MLJBase.Deterministic
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rho:: RobustRho = HuberRho (0.1 )
@@ -81,9 +81,9 @@ glr(m::RobustRegressor) = RobustRegression(m.rho, m.lambda, m.gamma; penalty=m.p
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descr (:: Type{RobustRegressor} ) = " Robust regression with objective ``∑ρ(Xθ - y) + λ|θ|₂² + γ|θ|₁`` for a given robust `ρ`."
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- #= ===============
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- HUBER REGRESSOR
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- =============== =#
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+ #= ===============
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+ HUBER REGRESSOR
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+ =============== =#
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@with_kw_noshow mutable struct HuberRegressor <: MLJBase.Deterministic
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delta:: Real = 0.5
@@ -101,9 +101,9 @@ glr(m::HuberRegressor) = HuberRegression(m.delta, m.lambda, m.gamma; penalty=m.p
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descr (:: Type{HuberRegressor} ) = " Robust regression with objective ``∑ρ(Xθ - y) + λ|θ|₂² + γ|θ|₁`` where `ρ` is the Huber Loss."
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- #= ==================
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- QUANTILE REGRESSOR
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- ================== =#
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+ #= ==================
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+ QUANTILE REGRESSOR
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+ ================== =#
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@with_kw_noshow mutable struct QuantileRegressor <: MLJBase.Deterministic
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delta:: Real = 0.5
@@ -121,9 +121,9 @@ glr(m::QuantileRegressor) = QuantileRegression(m.delta, m.lambda, m.gamma; penal
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descr (:: Type{QuantileRegressor} ) = " Robust regression with objective ``∑ρ(Xθ - y) + λ|θ|₂² + γ|θ|₁`` where `ρ` is the Quantile Loss."
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- #= ==================================
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- LEAST ABSOLUTE DEVIATION REGRESSOR
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- ================================== =#
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+ #= ==================================
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+ LEAST ABSOLUTE DEVIATION REGRESSOR
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+ ================================== =#
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@with_kw_noshow mutable struct LADRegressor <: MLJBase.Deterministic
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lambda:: Real = 1.0
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