Let linfa_linear::LinearRegression support weights from a dataset
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Description
I just stumbled that when updating a dataset with weights, that those weights don't get respected when doing linear regression. After looking in the source code for the fit() method, only X and y get extracted from the dataset. Would it be possible to add those weights in the fit()-method?
I am still a newbie in Rust, but I guess an updated version would look somewhat like this:
// snip line 108 and above
let y = dataset.as_single_targets();
let w = dataset.weights().unwrap_or_else(Array::ones(X.ncols()); // Use weights of 1 if no weights are provided
// snip 110-116
let X = concatenate(Axis(1), &[X.view(), Array2::ones((X.nrows(), 1)).view()]).unwrap();
let X = X * w;
// snip 118-124
let (X, y) = (X.to_owned(), y.to_owned());
let X = X * w;
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- Read the whole issue, then the project's contributing guide.
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Research direction
Start in algorithms/linfa-linear/src/ols.rs at the fit() method linked in the issue, and inspect how the dataset currently provides X and y. Confirm the dataset weights API and the intended weighted-regression behavior; the work is done when supplied weights affect linear regression while datasets without weights continue to work.
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Assessment
- Tech stack
- rust
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 48/100