[P] glum: High performance Python generalized linear modeling, a glmnet alternative!

• glum

  2 284 8.5 Python

  High performance Python GLMs with all the features!

  

I'm super excited to announce the release of glum (https://github.com/Quantco/glum/), a Python-first generalized linear modeling library. We focused a lot on correctness, performance and a powerful range of features. glum gets a 3-10x (or more) speed up over glmnet. It's also fun to use!

• tabmat

  1 102 8.4 Python

  Efficient matrix representations for working with tabular data

  

We're also releasing tabmat (https://github.com/Quantco/tabmat/), a tabular matrix backend for glum. It supports mixes of dense, sparse and categorical matrices. On some operations, tabmat is 50x faster than scipy.sparse! And it's memory-efficient.

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• pyGAM

  2 838 2.6 Python

  [HELP REQUESTED] Generalized Additive Models in Python

GLMs are nice and all, but I'd also like to see some love for GAMs. pygam looks pretty much dead for some years now.

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