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Feat/bayesian ridge #247

Merged
merged 90 commits into from
Apr 21, 2024
Merged

Feat/bayesian ridge #247

merged 90 commits into from
Apr 21, 2024

Commits on Mar 21, 2024

  1. mean pinball loss

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  2. add links to origin of cases and formulas

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  3. Update lib/scholar/metrics/regression.ex 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
    @JoaquinIglesiasTurina @msluszniak
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  4. Update lib/scholar/metrics/regression.ex 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
    @JoaquinIglesiasTurina @msluszniak
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  5. fix tests to use opts in optional arguments

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  6. add default alpha 0.5, same as sklearn

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  7. added sample_weights option to mean_pinball_loss

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  8. added multioutput support

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  9. fixed multioutput behavior to be on par with sklearn

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  10. added comments for better multioutput understanding

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  11. add option to allow for 2 dimensional sample weights

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  12. add nimble options and rename sample_weight to 

    sample_weights. consistent with regression
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  13. fix tests

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  14. fixed sample_weights: as tensor behaviour

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  15. fixed call to NimbleOptions to be consistent

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  16. fixed multi_weights option and docs

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  17. Update lib/scholar/metrics/regression.ex 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
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  18. use assert_all_close on multi output pinball loss tests

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  19. run formatter

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  20. working on bayesian ridge

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Commits on Mar 23, 2024

  1. bayesian ridge algorithm works for simplest case

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  2. run formatter

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Commits on Mar 25, 2024

  1. refactor recursion to use while loop

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  2. cleanup code and add convergence message

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Commits on Mar 26, 2024

  1. add test case

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Commits on Mar 27, 2024

  1. simple case works

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  2. reshape for multi feat

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  3. expanded test passing

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  4. better test name

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  5. use new_axis where I should

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  6. iterations and eps as options. remove solve

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  7. Options documented and renamed

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Commits on Mar 28, 2024

  1. refactor options

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  2. fix alpha default option

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  3. model contains all fitted parameters

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  4. add next test

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  5. add intrecept option

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  6. add test weights options

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  7. better naming + next steps

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  8. add eps to initial alpha to avoid division by 0

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  9. comment on previous commit

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  10. clean gamma calculation

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  11. add another todo

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  12. run formatter

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Commits on Mar 29, 2024

  1. remove unused variable

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  2. fix regularization parameter types

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  3. working on test to compute score

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  4. better naming + data

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Commits on Mar 30, 2024

  1. add diabetes data

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  2. add test using diabetes data

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  3. fix score computation

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  4. formatter

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Commits on Apr 3, 2024

  1. add mini test to check linear regression timeout

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  2. fixed multiple scores

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  3. added sigma

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  4. add required underscores

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  5. fix predict function. scores are list and cannot be defn

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Commits on Apr 5, 2024

  1. Update lib/scholar/linear/bayesian_ridge_regression.ex 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
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  2. Update lib/scholar/linear/bayesian_ridge_regression.ex 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
    @JoaquinIglesiasTurina @msluszniak
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  3. Update lib/scholar/linear/bayesian_ridge_regression.ex 

    Co-authored-by: Krsto Proroković <krstopro@yahoo.com>
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  4. Update lib/scholar/linear/bayesian_ridge_regression.ex 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
    @JoaquinIglesiasTurina @msluszniak
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  5. Update lib/scholar/linear/bayesian_ridge_regression.ex 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
    @JoaquinIglesiasTurina @msluszniak
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  6. Update test/scholar/linear/bayesian_ridge_regression_test.exs 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
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  7. Update test/scholar/linear/bayesian_ridge_regression_test.exs 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
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  8. Update test/scholar/linear/bayesian_ridge_regression_test.exs 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
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  9. Update test/scholar/linear/bayesian_ridge_regression_test.exs 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
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  10. Update test/scholar/linear/bayesian_ridge_regression_test.exs 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
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  11. Update test/scholar/linear/bayesian_ridge_regression_test.exs 

    Co-authored-by: Mateusz Sluszniak <56299341+msluszniak@users.noreply.github.com>
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  12. remove show test

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  13. remove debug inspec

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  14. linear regression dependency is no longer required

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  15. Update lib/scholar/linear/bayesian_ridge_regression.ex 

    Co-authored-by: José Valim <jose.valim@gmail.com>
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  16. dot product without transpose

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  17. minor fixes, and cleanup

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  18. fix test types

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  19. fixed optional scores and n_features > n_samples

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  20. reduce diabetes data sample

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  21. test if jit compilable

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  22. formatter run

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Commits on Apr 14, 2024

  1. remove multi_weights duplication

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  2. wrote docs

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Commits on Apr 21, 2024

  1. Update lib/scholar/linear/bayesian_ridge_regression.ex 

    Co-authored-by: Krsto Proroković <krstopro@yahoo.com>
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  2. Update lib/scholar/linear/bayesian_ridge_regression.ex 

    Co-authored-by: Krsto Proroković <krstopro@yahoo.com>
    @JoaquinIglesiasTurina @krstopro
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  3. Update lib/scholar/linear/bayesian_ridge_regression.ex 

    Co-authored-by: Krsto Proroković <krstopro@yahoo.com>
    @JoaquinIglesiasTurina @krstopro
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  4. fix references

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  5. undo scale suggestion

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  6. remove jit compilable test case

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  7. formatter

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  8. refactored rescale fuction

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  9. formatter

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