Three estimators landed in anofox-regression 0.5.6 that cover the Bayesian / sparse-selection family. None is exposed by the extension today.
Scope
| Method |
Rust path |
Description |
| Bayesian Ridge |
anofox_regression::solvers::BayesianRidge |
Bayesian linear regression with empirical-Bayes optimization of noise (σ) and regularization (λ) via evidence maximization. Gives posterior predictive variance for free — useful for prediction intervals without bootstrap. |
| ARD |
anofox_regression::solvers::ArdRegression |
Automatic Relevance Determination — per-feature precision priors driving redundant features toward zero. Sparse feature selection for high-dimensional regressors. |
| LARS |
anofox_regression::solvers::LarsRegressor |
Least Angle Regression — efficient stepwise solver that yields the full Lasso regularization path in one fit. |
Suggested user-facing names
bayesian_ridge_fit, bayesian_ridge_fit_agg, bayesian_ridge_fit_predict_by
ard_fit, ard_fit_agg, ard_fit_predict_by
lars_fit, lars_fit_agg, lars_fit_predict_by — consider exposing the regularization path via an extra returned struct/list column.
Prerequisite
Bump Cargo.toml: anofox-regression = "0.5.6".
Tasks
Three estimators landed in
anofox-regression0.5.6 that cover the Bayesian / sparse-selection family. None is exposed by the extension today.Scope
anofox_regression::solvers::BayesianRidgeanofox_regression::solvers::ArdRegressionanofox_regression::solvers::LarsRegressorSuggested user-facing names
bayesian_ridge_fit,bayesian_ridge_fit_agg,bayesian_ridge_fit_predict_byard_fit,ard_fit_agg,ard_fit_predict_bylars_fit,lars_fit_agg,lars_fit_predict_by— consider exposing the regularization path via an extra returned struct/list column.Prerequisite
Bump
Cargo.toml:anofox-regression = "0.5.6".Tasks
*_predictcan populateyhat_lower/yhat_upperwithout bootstrap.*_pathtable function).