EvoLinear.jl
ML library implementing linear boosting with L1 and L2 regularization.
For tree based boosting, consider EvoTrees.jl.
Supported loss functions:
- mse (squared-error)
- logistic (logloss) regression
- poisson
- gamma
- tweedie
Installation
pkg> add https://github.com/jeremiedb/EvoLinear.jl
Getting started
Build a configuration struct with EvoLinearRegressor
. Then EvoLinear.fit
takes x::Matrix
and y::Vector
as inputs, plus optionally w::Vector
as weights and fits a linear boosted model.
using EvoLinear
config = EvoLinearRegressor(loss=:mse, L1=1e-1, L2=1e-2, nrounds=10)
m = EvoLinear.fit(config; x, y, metric=:mse)
p = m(x)