models.ElasticNetFit

A fitted elastic net, from ElasticNet.fit or ElasticNet.path.

Usage

models.ElasticNetFit()

Attributes

Name Description
coefficients Coefficients on the design’s scale; exact zeros where the penalty
deviance Residual deviance.
deviance_ratio Share of the null deviance explained (glmnet’s dev.ratio).
df Number of non-zero coefficients, intercept excluded.
dispersion Dispersion.
fitted Fitted means on the training data.
input_hash Hash of the training data (design, offset, weights, response).
lam Penalty strength.
names Coefficient names.
null_deviance Deviance with only the intercept and unpenalized columns.

coefficients

Coefficients on the design’s scale; exact zeros where the penalty

coefficients: list[float]

dropped a column.


deviance

Residual deviance.

deviance: float


deviance_ratio

Share of the null deviance explained (glmnet’s dev.ratio).

deviance_ratio: float


df

Number of non-zero coefficients, intercept excluded.

df: int


dispersion

Dispersion.

dispersion: float


fitted

Fitted means on the training data.

fitted: list[float]


input_hash

Hash of the training data (design, offset, weights, response).

input_hash: str


lam

Penalty strength.

lam: float


names

Coefficient names.

names: list[str]


null_deviance

Deviance with only the intercept and unpenalized columns.

null_deviance: float

Methods

Name Description
from_json() Reads an artifact written by to_json.
predict() Expected response for each row.
predict_distribution() Joint predictive distribution across the rows, keyed
to_json() The fit as a versioned JSON artifact (spec with its lambda and alpha, coefficients, fit statistics), with provenance (crate

from_json()

Reads an artifact written by to_json.

Usage

from_json(text)
Parameters
text: str
Returns
ElasticNetFit
Raises
ValueError
For malformed JSON, another format, a newer format version or inconsistent fields.

predict()

Expected response for each row.

Usage

predict(design)
Parameters
design: Design
Same columns as the training design.
Returns
list of float

predict_distribution()

Joint predictive distribution across the rows, keyed

Usage

predict_distribution(design, n_sims, seed)

row = 0, 1, ...: process uncertainty only (penalized coefficients have no standard errors; bootstrap the fit for parameter uncertainty).

Parameters
design: Design
n_sims: int
seed: int
Returns
PredictiveDistribution

to_json()

The fit as a versioned JSON artifact (spec with its lambda and alpha, coefficients, fit statistics), with provenance (crate

Usage

to_json()

version and a hash of the training data). ElasticNetFit.from_json reads it back exactly; pickling uses it too.

Returns
str