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Add generic ResidualChain composing method#430

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relf merged 19 commits intorust-ml:masterfrom
Feiyang472:compose
Mar 9, 2026
Merged

Add generic ResidualChain composing method#430
relf merged 19 commits intorust-ml:masterfrom
Feiyang472:compose

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@Feiyang472
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@Feiyang472 Feiyang472 commented Feb 27, 2026

Hi! Wanted to float the idea of a small crate for chaining models together additively, fitting each model with the residuals of the previous one, like below

LinearRegression::default()
    .stack_with(some_svm)
    .stack_with(LinearRegression::default())
    .fit(&dataset)?

feels like a natural ergonomic addition which could sit as a crate in linfa.

Happy to hear if this belongs somewhere else (folded into an existing crate, or not at all).

@Feiyang472
feat: add linfa-residual-sequence crate
c9e3ce4 
Implements ResidualSequence Struct and StackWith trait for composing regression
models in a boosting / residual-stacking pattern. The second (and any
further) model trains on the residuals left by the previous one;
predictions are summed.

Docs and tests were written with AI assistance.
@Feiyang472
remove doc link
edaf942
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codecov bot commented Feb 27, 2026 •
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Codecov Report

❌ Patch coverage is 88.46154% with 6 lines in your changes missing coverage. Please review.
✅ Project coverage is 76.76%. Comparing base (b1f9ddb) to head (4a712e6).
⚠️ Report is 1 commits behind head on master.

Files with missing lines Patch % Lines
src/composing/residual_chain.rs 88.46% 6 Missing ⚠️
Additional details and impacted files 
@@           Coverage Diff           @@
##           master     #430   +/-   ##
=======================================
  Coverage   76.76%   76.76%           
=======================================
  Files         105      106    +1     
  Lines        7359     7411   +52     
=======================================
+ Hits         5649     5689   +40     
- Misses       1710     1722   +12

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relf commented Mar 1, 2026

Hi! It looks like a nice addition! I think you should move it in the linfa crate under the existing composing module which gathers composite models.

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Feiyang472 commented Mar 1, 2026

Hi @relf, absolutely composing is the better place for this to be! I have moved it to composing/residual-sequence.

Feiyang472
Feiyang472 commented Mar 1, 2026
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@Feiyang472 Feiyang472 marked this pull request as ready for review March 1, 2026 18:57
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relf requested changes Mar 2, 2026
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Ok, I think you should take a look at the contribution guidelines. Specially the sections about the implementation of PredictInplace trait and the optional serde support. As there is no hyperparameters (at the moment?), I guess you can skip the ParamGuard pattern.

Feiyang472
Feiyang472 commented Mar 2, 2026
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Feiyang472 commented Mar 4, 2026
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Feiyang472 commented Mar 4, 2026
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@Feiyang472 Feiyang472 requested a review from relf March 5, 2026 18:23
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relf approved these changes Mar 9, 2026
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Thanks for this contribution!

@relf relf changed the title feat: add linfa-residual-sequence crate Add generic ResidualChain composing method Mar 9, 2026
@relf relf merged commit c7c2af5 into rust-ml:master Mar 9, 2026
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relf commented Mar 9, 2026

This addition may help address #411.

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Feiyang472 commented Mar 10, 2026

Thanks for reviewing!

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