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Adding Multi-Task ElasticNet support #238

Merged
merged 47 commits into from
Nov 12, 2022
Merged

Adding Multi-Task ElasticNet support #238

merged 47 commits into from
Nov 12, 2022

Commits on Jan 19, 2022

  1. added block coordinate descent function

    @PABannier
    PABannier committed Jan 19, 2022
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  2. added duality_gap_mtl computation

    @PABannier
    PABannier committed Jan 19, 2022
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  3. ENH cd pass to be consistent with bcd

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    PABannier committed Jan 19, 2022
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  4. added prox operator for MTL Enet

    @PABannier
    PABannier committed Jan 19, 2022
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  5. added helper functions for tests

    @PABannier
    PABannier committed Jan 19, 2022
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  6. fix failing CD tests

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    PABannier committed Jan 19, 2022
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  7. working ent mtl penalties

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    PABannier committed Jan 19, 2022
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  8. bcd lower objective test pass

    @PABannier
    PABannier committed Jan 19, 2022
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  9. added MultiTaskEnet struct

    @PABannier
    PABannier committed Jan 19, 2022
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  10. added MTENET documentation

    @PABannier
    PABannier committed Jan 19, 2022
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  11. added API MTENET

    @PABannier
    PABannier committed Jan 19, 2022
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  12. added variance, z-score, conf interval for multitask ENET

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    PABannier committed Jan 19, 2022
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Commits on Jan 22, 2022

  1. added multi-task estimators

    @PABannier
    PABannier committed Jan 22, 2022
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  2. added tests for MTL

    @PABannier
    PABannier committed Jan 22, 2022
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Commits on Jan 23, 2022

  1. pass comments

    @PABannier
    PABannier committed Jan 23, 2022
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  2. CLN files

    @PABannier
    PABannier committed Jan 23, 2022
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  3. cleaner implementation

    @PABannier
    PABannier committed Jan 23, 2022
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  4. cln tests

    @PABannier
    PABannier committed Jan 23, 2022
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Commits on Feb 19, 2022

  1. changed map into fold

    @PABannier
    PABannier committed Feb 19, 2022
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  2. added tests for Enet and MTL

    @PABannier
    PABannier committed Feb 19, 2022
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  3. added incorrect target shape

    @PABannier
    PABannier committed Feb 19, 2022
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  4. WIP: made variance params generic over the number of tasks

    @PABannier
    PABannier committed Feb 19, 2022
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Commits on Feb 20, 2022

  1. added z_score and confidence_95th for MTL

    @PABannier
    PABannier committed Feb 20, 2022
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  2. map instead of fold

    @PABannier
    PABannier committed Feb 20, 2022
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  3. fix confidence interval and z-score

    @PABannier
    PABannier committed Feb 20, 2022
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Commits on Feb 21, 2022

  1. converted back fold to map

    @PABannier
    PABannier committed Feb 21, 2022
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Commits on Mar 3, 2022

  1. pass comments

    @PABannier
    PABannier committed Mar 3, 2022
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Commits on Mar 20, 2022

  1. Merge branch 'master' of https://github.com/PABannier/linfa into mtl_… 

    …elastic_net
    @PABannier
    PABannier committed Mar 20, 2022
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  2. WIP make compute_variance generic over the dimension

    @PABannier
    PABannier committed Mar 20, 2022
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Commits on Aug 13, 2022

  1. Fix compiler errors

    @YuhanLiin
    YuhanLiin committed Aug 13, 2022
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Commits on Aug 14, 2022

  1. Merge branch 'master' into mtl_elastic_net

    @YuhanLiin
    YuhanLiin committed Aug 14, 2022
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  2. Fix multi enet tests

    @YuhanLiin
    YuhanLiin committed Aug 14, 2022
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  3. Make compute_intercept generic

    @YuhanLiin
    YuhanLiin committed Aug 14, 2022
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  4. Revert "Make compute_intercept generic" 

    This reverts commit d992c2c.
    @YuhanLiin
    YuhanLiin committed Aug 14, 2022
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  5. Replace for loops in block_coordinate_descent with general_mat_mul calls

    @YuhanLiin
    YuhanLiin committed Aug 14, 2022
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  6. Bring back generic compute_intercept

    @YuhanLiin
    YuhanLiin committed Aug 14, 2022
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  7. Replace manual norm calculations with norm trait calls

    @YuhanLiin
    YuhanLiin committed Aug 14, 2022
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  8. Add docs and derives to multi task types

    @YuhanLiin
    YuhanLiin committed Aug 14, 2022
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  9. Add example for multitask_elasticnet

    @YuhanLiin
    YuhanLiin committed Aug 14, 2022
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  10. Remove bad derives

    @YuhanLiin
    YuhanLiin committed Aug 14, 2022
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Commits on Aug 27, 2022

  1. Address review comments

    @YuhanLiin
    YuhanLiin committed Aug 27, 2022
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  2. Merge branch 'master' into mtl_elastic_net

    @YuhanLiin
    YuhanLiin committed Aug 27, 2022
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  3. Fix CI issues

    @YuhanLiin
    YuhanLiin committed Aug 27, 2022
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Commits on Sep 2, 2022

  1. Rename shape() calls to nrows and ncols

    @YuhanLiin
    YuhanLiin committed Sep 2, 2022
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Commits on Nov 12, 2022

  1. Merge branch 'master' into mtl_elastic_net

    @YuhanLiin
    YuhanLiin committed Nov 12, 2022
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  2. Fix multitask elasticnet example

    @YuhanLiin
    YuhanLiin committed Nov 12, 2022
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  3. Fix docs

    @YuhanLiin
    YuhanLiin committed Nov 12, 2022
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