python-regularized-glm 1.0.2
Channel: guix-science
Licenses: Expat
Build system: pyproject
Synopsis: L2-penalized generalized linear models
Description:
A simple python package for fitting L2- and smoothing-penalized generalized linear models. Built primarily because the statsmodels GLM fit_regularized method is built to do elastic net (combination of L1 and L2 penalities), but if you just want to do an L2 or a smoothing penalty (like in generalized additive models), using a penalized iteratively reweighted least squares (p-IRLS) is much faster.
Total results: 1