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[ENH] interface GLM models from glum #424

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fkiraly opened this issue Jul 15, 2024 · 0 comments
Open

[ENH] interface GLM models from glum #424

fkiraly opened this issue Jul 15, 2024 · 0 comments
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feature request New feature or request good first issue Good for newcomers interfacing algorithms Interfacing existing algorithms/estimators from third party packages module:regression probabilistic regression module

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@fkiraly
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fkiraly commented Jul 15, 2024

glum is a nice package that implements GLM for different links and distribution families.
https://glum.readthedocs.io/en/latest/index.html

It would be great to have an interface for these in skpro. Some distributions may also have to be implemented, e.g., Tweedie.
The Tweedie distribution is not available in scipy, so we will probably need to implement it from scratch (or from lower level components), see discussion here: #423 (comment)
@fkiraly fkiraly added good first issue Good for newcomers module:regression probabilistic regression module interfacing algorithms Interfacing existing algorithms/estimators from third party packages feature request New feature or request labels Jul 15, 2024
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feature request New feature or request good first issue Good for newcomers interfacing algorithms Interfacing existing algorithms/estimators from third party packages module:regression probabilistic regression module
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