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Feat/bayesian ridge #247

Merged
merged 90 commits into from
Apr 21, 2024
Merged

Feat/bayesian ridge #247

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ae425f1
mean pinball loss
JoaquinIglesiasTurina Feb 27, 2024
ad92978
add links to origin of cases and formulas
JoaquinIglesiasTurina Feb 27, 2024
8cbcabb
Update lib/scholar/metrics/regression.ex
JoaquinIglesiasTurina Feb 27, 2024
67b716d
Update lib/scholar/metrics/regression.ex
JoaquinIglesiasTurina Feb 27, 2024
864a0dd
fix tests to use opts in optional arguments
JoaquinIglesiasTurina Feb 28, 2024
3be9884
add default alpha 0.5, same as sklearn
JoaquinIglesiasTurina Feb 28, 2024
8572534
added sample_weights option to mean_pinball_loss
JoaquinIglesiasTurina Feb 28, 2024
30952da
added multioutput support
JoaquinIglesiasTurina Feb 28, 2024
0ca6725
fixed multioutput behavior to be on par with sklearn
JoaquinIglesiasTurina Feb 28, 2024
cb2a2fa
added comments for better multioutput understanding
JoaquinIglesiasTurina Feb 28, 2024
0ab4741
add option to allow for 2 dimensional sample weights
JoaquinIglesiasTurina Mar 1, 2024
b7f4a9d
add nimble options and rename sample_weight to
JoaquinIglesiasTurina Mar 1, 2024
ae8b3b0
fix tests
JoaquinIglesiasTurina Mar 1, 2024
afe88ee
fixed sample_weights: as tensor behaviour
JoaquinIglesiasTurina Mar 2, 2024
421a8ef
fixed call to NimbleOptions to be consistent
JoaquinIglesiasTurina Mar 2, 2024
9be10e4
fixed multi_weights option and docs
JoaquinIglesiasTurina Mar 2, 2024
02b285d
Update lib/scholar/metrics/regression.ex
JoaquinIglesiasTurina Mar 3, 2024
373eda0
use assert_all_close on multi output pinball loss tests
JoaquinIglesiasTurina Mar 3, 2024
3c508a4
run formatter
JoaquinIglesiasTurina Mar 3, 2024
2cf1c98
working on bayesian ridge
JoaquinIglesiasTurina Mar 21, 2024
895dd97
bayesian ridge algorithm works for simplest case
JoaquinIglesiasTurina Mar 23, 2024
1989c3f
run formatter
JoaquinIglesiasTurina Mar 23, 2024
f5ba5b6
refactor recursion to use while loop
JoaquinIglesiasTurina Mar 25, 2024
115c447
cleanup code and add convergence message
JoaquinIglesiasTurina Mar 25, 2024
1a3070c
add test case
JoaquinIglesiasTurina Mar 26, 2024
c0ebe68
simple case works
JoaquinIglesiasTurina Mar 27, 2024
5533ab5
reshape for multi feat
JoaquinIglesiasTurina Mar 27, 2024
df1be29
expanded test passing
JoaquinIglesiasTurina Mar 27, 2024
afa417d
better test name
JoaquinIglesiasTurina Mar 27, 2024
a761eab
use new_axis where I should
JoaquinIglesiasTurina Mar 27, 2024
9cdeecc
iterations and eps as options. remove solve
JoaquinIglesiasTurina Mar 27, 2024
d5f2510
Options documented and renamed
JoaquinIglesiasTurina Mar 27, 2024
0f054c6
refactor options
JoaquinIglesiasTurina Mar 28, 2024
7cc4683
fix alpha default option
JoaquinIglesiasTurina Mar 28, 2024
7d8d470
model contains all fitted parameters
JoaquinIglesiasTurina Mar 28, 2024
e1e62d6
add next test
JoaquinIglesiasTurina Mar 28, 2024
a575c3b
add intrecept option
JoaquinIglesiasTurina Mar 28, 2024
6d5d2d4
add test weights options
JoaquinIglesiasTurina Mar 28, 2024
fc4e124
better naming + next steps
JoaquinIglesiasTurina Mar 28, 2024
c96a6f0
add eps to initial alpha to avoid division by 0
JoaquinIglesiasTurina Mar 28, 2024
bd75143
comment on previous commit
JoaquinIglesiasTurina Mar 28, 2024
37de967
clean gamma calculation
JoaquinIglesiasTurina Mar 28, 2024
469a9b9
add another todo
JoaquinIglesiasTurina Mar 28, 2024
4d2d782
run formatter
JoaquinIglesiasTurina Mar 28, 2024
3cf69c2
remove unused variable
JoaquinIglesiasTurina Mar 29, 2024
988243c
fix regularization parameter types
JoaquinIglesiasTurina Mar 29, 2024
889de37
working on test to compute score
JoaquinIglesiasTurina Mar 29, 2024
8c969c6
better naming + data
JoaquinIglesiasTurina Mar 29, 2024
514b167
add diabetes data
JoaquinIglesiasTurina Mar 30, 2024
e4cd5b0
add test using diabetes data
JoaquinIglesiasTurina Mar 30, 2024
f7b9a57
fix score computation
JoaquinIglesiasTurina Mar 30, 2024
60004c7
formatter
JoaquinIglesiasTurina Mar 30, 2024
0248749
add mini test to check linear regression timeout
JoaquinIglesiasTurina Apr 3, 2024
9f114f4
fixed multiple scores
JoaquinIglesiasTurina Apr 3, 2024
92e434e
added sigma
JoaquinIglesiasTurina Apr 3, 2024
7a53d4d
add required underscores
JoaquinIglesiasTurina Apr 3, 2024
cd3822c
fix predict function. scores are list and cannot be defn
JoaquinIglesiasTurina Apr 3, 2024
fdd0324
Update lib/scholar/linear/bayesian_ridge_regression.ex
JoaquinIglesiasTurina Apr 5, 2024
287eb6a
Update lib/scholar/linear/bayesian_ridge_regression.ex
JoaquinIglesiasTurina Apr 5, 2024
3694a0d
Update lib/scholar/linear/bayesian_ridge_regression.ex
JoaquinIglesiasTurina Apr 5, 2024
199e1f2
Update lib/scholar/linear/bayesian_ridge_regression.ex
JoaquinIglesiasTurina Apr 5, 2024
c409e83
Update lib/scholar/linear/bayesian_ridge_regression.ex
JoaquinIglesiasTurina Apr 5, 2024
d9628a6
Update test/scholar/linear/bayesian_ridge_regression_test.exs
JoaquinIglesiasTurina Apr 5, 2024
a4c6728
Update test/scholar/linear/bayesian_ridge_regression_test.exs
JoaquinIglesiasTurina Apr 5, 2024
f14f3fa
Update test/scholar/linear/bayesian_ridge_regression_test.exs
JoaquinIglesiasTurina Apr 5, 2024
8e0fb45
Update test/scholar/linear/bayesian_ridge_regression_test.exs
JoaquinIglesiasTurina Apr 5, 2024
9ba1bc4
Update test/scholar/linear/bayesian_ridge_regression_test.exs
JoaquinIglesiasTurina Apr 5, 2024
44d10e6
Update test/scholar/linear/bayesian_ridge_regression_test.exs
JoaquinIglesiasTurina Apr 5, 2024
5d59f87
remove show test
JoaquinIglesiasTurina Apr 5, 2024
3ecde56
remove debug inspec
JoaquinIglesiasTurina Apr 5, 2024
0d43838
linear regression dependency is no longer required
JoaquinIglesiasTurina Apr 5, 2024
0006e71
Update lib/scholar/linear/bayesian_ridge_regression.ex
JoaquinIglesiasTurina Apr 5, 2024
de7b972
dot product without transpose
JoaquinIglesiasTurina Apr 5, 2024
7762408
minor fixes, and cleanup
JoaquinIglesiasTurina Apr 5, 2024
5ae61c4
fix test types
JoaquinIglesiasTurina Apr 5, 2024
7ce464b
fixed optional scores and n_features > n_samples
JoaquinIglesiasTurina Apr 5, 2024
0fe5c1a
reduce diabetes data sample
JoaquinIglesiasTurina Apr 5, 2024
e4ed46a
test if jit compilable
JoaquinIglesiasTurina Apr 5, 2024
95d673f
formatter run
JoaquinIglesiasTurina Apr 5, 2024
5823c97
remove multi_weights duplication
JoaquinIglesiasTurina Apr 14, 2024
58f36ce
wrote docs
JoaquinIglesiasTurina Apr 14, 2024
98c51cc
Update lib/scholar/linear/bayesian_ridge_regression.ex
JoaquinIglesiasTurina Apr 21, 2024
52b2084
Update lib/scholar/linear/bayesian_ridge_regression.ex
JoaquinIglesiasTurina Apr 21, 2024
4570fc5
Update lib/scholar/linear/bayesian_ridge_regression.ex
JoaquinIglesiasTurina Apr 21, 2024
06eea91
fix references
JoaquinIglesiasTurina Apr 21, 2024
ccc2358
undo scale suggestion
JoaquinIglesiasTurina Apr 21, 2024
8253e0b
remove jit compilable test case
JoaquinIglesiasTurina Apr 21, 2024
4670db6
formatter
JoaquinIglesiasTurina Apr 21, 2024
f0e87a7
refactored rescale fuction
JoaquinIglesiasTurina Apr 21, 2024
db92d39
formatter
JoaquinIglesiasTurina Apr 21, 2024
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