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Feat/bayesian ridge#247

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josevalim merged 90 commits intoelixir-nx:mainelixir-nx/scholar:mainfrom JoaquinIglesiasTurina:feat/bayesian-ridgeJoaquinIglesiasTurina/scholar:feat/bayesian-ridgeCopy head branch name to clipboardApr 21, 2024

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Commits on Mar 21, 2024

• mean pinball loss

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• add links to origin of cases and formulas

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• Update lib/scholar/metrics/regression.ex

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• Update lib/scholar/metrics/regression.ex

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• fix tests to use opts in optional arguments

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• add default alpha 0.5, same as sklearn

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• added sample_weights option to mean_pinball_loss

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• added multioutput support

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• fixed multioutput behavior to be on par with sklearn

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• added comments for better multioutput understanding

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• add option to allow for 2 dimensional sample weights

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• add nimble options and rename sample_weight to

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• fix tests

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• fixed sample_weights: as tensor behaviour

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• fixed call to NimbleOptions to be consistent

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• fixed multi_weights option and docs

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• Update lib/scholar/metrics/regression.ex

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• use assert_all_close on multi output pinball loss tests

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• run formatter

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• working on bayesian ridge

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Commits on Mar 23, 2024

• bayesian ridge algorithm works for simplest case

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• run formatter

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Commits on Mar 25, 2024

• refactor recursion to use while loop

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• cleanup code and add convergence message

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Commits on Mar 26, 2024

• add test case

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Commits on Mar 27, 2024

• simple case works

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• reshape for multi feat

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• expanded test passing

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• better test name

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• use new_axis where I should

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• iterations and eps as options. remove solve

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• Options documented and renamed

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Commits on Mar 28, 2024

• refactor options

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• fix alpha default option

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• model contains all fitted parameters

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• add next test

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• add intrecept option

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• add test weights options

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• better naming + next steps

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• add eps to initial alpha to avoid division by 0

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• comment on previous commit

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• clean gamma calculation

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• add another todo

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• run formatter

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Commits on Mar 29, 2024

• remove unused variable

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• fix regularization parameter types

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• working on test to compute score

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• better naming + data

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Commits on Mar 30, 2024

• add diabetes data

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• add test using diabetes data

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• fix score computation

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• formatter

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Commits on Apr 3, 2024

• add mini test to check linear regression timeout

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• fixed multiple scores

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• added sigma

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• add required underscores

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

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Commits on Apr 5, 2024

• Update lib/scholar/linear/bayesian_ridge_regression.ex

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• Update lib/scholar/linear/bayesian_ridge_regression.ex

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• Update lib/scholar/linear/bayesian_ridge_regression.ex

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• Update lib/scholar/linear/bayesian_ridge_regression.ex

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• Update lib/scholar/linear/bayesian_ridge_regression.ex

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• Update test/scholar/linear/bayesian_ridge_regression_test.exs

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• Update test/scholar/linear/bayesian_ridge_regression_test.exs

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• Update test/scholar/linear/bayesian_ridge_regression_test.exs

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• Update test/scholar/linear/bayesian_ridge_regression_test.exs

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• Update test/scholar/linear/bayesian_ridge_regression_test.exs

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• Update test/scholar/linear/bayesian_ridge_regression_test.exs

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• remove show test

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• remove debug inspec

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• linear regression dependency is no longer required

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• Update lib/scholar/linear/bayesian_ridge_regression.ex

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• dot product without transpose

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• minor fixes, and cleanup

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• fix test types

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• fixed optional scores and n_features > n_samples

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• reduce diabetes data sample

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• test if jit compilable

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• formatter run

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Commits on Apr 14, 2024

• remove multi_weights duplication

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• wrote docs

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Commits on Apr 21, 2024

• Update lib/scholar/linear/bayesian_ridge_regression.ex

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• Update lib/scholar/linear/bayesian_ridge_regression.ex

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• Update lib/scholar/linear/bayesian_ridge_regression.ex

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• fix references

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• undo scale suggestion

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• remove jit compilable test case

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• formatter

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• refactored rescale fuction

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• formatter

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