glmnet

A python port of the glmnet package for fitting generalized linear models via penalized maximum likelihood.

https://github.com/civisanalytics/python-glmnet

Science Score: 26.0%

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Low similarity (12.0%) to scientific vocabulary

Keywords

elasticnet glm glmnet lasso python r

Last synced: 6 months ago · JSON representation

Repository

A python port of the glmnet package for fitting generalized linear models via penalized maximum likelihood.

Basic Info

Host: GitHub
Owner: civisanalytics
License: other
Language: Python
Default Branch: master
Homepage:
Size: 188 KB

Statistics

Stars: 267
Watchers: 74
Forks: 58
Open Issues: 17
Releases: 4

Archived

Topics

elasticnet glm glmnet lasso python r

Created over 9 years ago · Last pushed over 1 year ago

Metadata Files

Readme Changelog Contributing License Code of conduct

README.rst

Python GLMNET
=============

Maintenance Warning
-------------------

This package is not longer maintained.

Description
-----------

This is a Python wrapper for the fortran library used in the R package
`glmnet `__.
While the library includes linear, logistic, Cox, Poisson, and
multiple-response Gaussian, only linear and logistic are implemented in
this package.

The API follows the conventions of
`Scikit-Learn `__, so it is expected to
work with tools from that ecosystem.

Installation
------------

requirements
~~~~~~~~~~~~

``python-glmnet`` requires Python version >= 3.6, ``scikit-learn``, ``numpy``,
and ``scipy``. Installation from source or via ``pip`` requires a Fortran compiler.

conda
~~~~~

.. code:: bash

    conda install -c conda-forge glmnet


pip
~~~

.. code:: bash

    pip install glmnet


source
~~~~~~

``glmnet`` depends on numpy, scikit-learn and scipy.
A working Fortran compiler is also required to build the package.
For Mac users, ``brew install gcc`` will take care of this requirement.

.. code:: bash

    git clone git@github.com:civisanalytics/python-glmnet.git
    cd python-glmnet
    python setup.py install

Usage
-----

General
~~~~~~~

By default, ``LogitNet`` and ``ElasticNet`` fit a series of models using
the lasso penalty (α = 1) and up to 100 values for λ (determined by the
algorithm). In addition, after computing the path of λ values,
performance metrics for each value of λ are computed using 3-fold cross
validation. The value of λ corresponding to the best performing model is
saved as the ``lambda_max_`` attribute and the largest value of λ such
that the model performance is within ``cut_point * standard_error`` of
the best scoring model is saved as the ``lambda_best_`` attribute.

The ``predict`` and ``predict_proba`` methods accept an optional
parameter ``lamb`` which is used to select which model(s) will be used
to make predictions. If ``lamb`` is omitted, ``lambda_best_`` is used.

Both models will accept dense or sparse arrays.

Regularized Logistic Regression
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

.. code:: python

    from glmnet import LogitNet

    m = LogitNet()
    m = m.fit(x, y)

Prediction is similar to Scikit-Learn:

.. code:: python

    # predict labels
    p = m.predict(x)
    # or probability estimates
    p = m.predict_proba(x)

Regularized Linear Regression
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

.. code:: python

    from glmnet import ElasticNet

    m = ElasticNet()
    m = m.fit(x, y)

Predict:

.. code:: python

    p = m.predict(x)

Owner

Name: Civis Analytics
Login: civisanalytics
Kind: organization
Location: Chicago and D.C.

Website: https://civisanalytics.com
Repositories: 73
Profile: https://github.com/civisanalytics

Building a Data-Driven World

GitHub Events

Total

Watch event: 4
Fork event: 1

Last Year

Watch event: 4
Fork event: 1

Committers

Last synced: 7 months ago

All Time

Total Commits: 48
Total Committers: 11
Avg Commits per committer: 4.364
Development Distribution Score (DDS): 0.75

Past Year

Commits: 1
Committers: 1
Avg Commits per committer: 1.0
Development Distribution Score (DDS): 0.0

Top Committers

Name	Email	Commits
Stephen Hoover	s**r@c**m	12
jdavis@civisanalytics.com	j**s@c**m	11
Minwoo Jeong	m**i@g**m	6
Bill Lattner	w**r@c**m	6
Bill Lattner	w**r@g**m	5
Jackson L. Lee	j**e@c**m	2
Elijah Goodfriend	e****d	2
melvinev	3****v	1
Victor Rodriguez	v**a@i**m	1
Michael Heilman	m**n@c**m	1
Lingling Xu	3****3	1

Committer Domains (Top 20 + Academic)

civisanalytics.com: 5 intel.com: 1

Issues and Pull Requests

Last synced: 7 months ago

All Time

Total issues: 44
Total pull requests: 41
Average time to close issues: 4 months
Average time to close pull requests: 3 months
Total issue authors: 33
Total pull request authors: 18
Average comments per issue: 2.61
Average comments per pull request: 1.46
Merged pull requests: 28
Bot issues: 0
Bot pull requests: 2

Past Year

Issues: 0
Pull requests: 1
Average time to close issues: N/A
Average time to close pull requests: 15 minutes
Issue authors: 0
Pull request authors: 1
Average comments per issue: 0
Average comments per pull request: 0.0
Merged pull requests: 1
Bot issues: 0
Bot pull requests: 0

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Top Authors

Issue Authors

Visdoom (5)
stephen-hoover (3)
amirhessam88 (2)
wlattner (2)
paulhendricks (2)
hanfang (2)
JWarmenhoven (2)
edlee123 (1)
egayer (1)
trimeta (1)
muhlbach (1)
seanv507 (1)
dependabot[bot] (1)
mathurinm (1)
00sapo (1)

Pull Request Authors

wlattner (9)
stephen-hoover (8)
xdavio (4)
dependabot[bot] (3)
VictorRodriguez (2)
JacobHayes (2)
eli-goodfriend (2)
jacksonllee (2)
mheilman (2)
k0ruy (2)
mwjin (1)
buyology (1)
randrover (1)
lingling93 (1)
amirhessam88 (1)

Top Labels

Issue Labels

bug (4) Documentation (2) question (2) enhancement (1) dependencies (1)

Pull Request Labels

bug (4) dependencies (3) Documentation (2)

Packages

Total packages: 5
Total downloads:
- pypi 2,703 last-month
Total docker downloads: 142

Total dependent packages: 5
(may contain duplicates)
Total dependent repositories: 31
(may contain duplicates)
Total versions: 17
Total maintainers: 3

pypi.org: glmnet

Python wrapper for glmnet

Homepage: https://github.com/civisanalytics/python-glmnet
Documentation: https://glmnet.readthedocs.io/
License: GNU General Public License v2 (GPLv2)
Latest release: 2.2.1
published over 5 years ago

Versions: 5
Dependent Packages: 4
Dependent Repositories: 27
Downloads: 2,695 Last month
Docker Downloads: 142

Rankings

Dependent packages count: 1.6%

Dependent repos count: 2.8%

Docker downloads count: 3.1%

Average: 3.4%

Downloads: 3.6%

Stargazers count: 4.0%

Forks count: 5.1%

Maintainers (1)

civisanalytics

Last synced: 6 months ago

proxy.golang.org: github.com/civisanalytics/python-glmnet

Documentation: https://pkg.go.dev/github.com/civisanalytics/python-glmnet#section-documentation
License: other
Latest release: v2.2.1+incompatible
published over 5 years ago

Versions: 6
Dependent Packages: 0
Dependent Repositories: 0

Rankings

Forks count: 3.6%

Stargazers count: 3.8%

Average: 4.6%

Dependent packages count: 5.4%

Dependent repos count: 5.7%

Last synced: 6 months ago

spack.io: py-glmnet

This is a Python wrapper for the fortran library used in the R package glmnet.

Homepage: https://github.com/civisanalytics/python-glmnet
License: []
Latest release: 2.2.1
published almost 4 years ago

Versions: 1
Dependent Packages: 1
Dependent Repositories: 0

Rankings

Dependent repos count: 0.0%

Stargazers count: 13.2%

Forks count: 13.7%

Average: 13.8%

Dependent packages count: 28.1%

Maintainers (1)

adamjstewart

Last synced: 6 months ago

pypi.org: glmnet2

Python wrapper for glmnet

Homepage: https://github.com/civisanalytics/python-glmnet
Documentation: https://glmnet2.readthedocs.io/
License: GNU General Public License v2 (GPLv2)
Latest release: 1.4
published over 3 years ago

Versions: 2
Dependent Packages: 0
Dependent Repositories: 0
Downloads: 8 Last month

Rankings

Stargazers count: 4.0%

Forks count: 5.6%

Dependent packages count: 6.6%

Average: 16.2%

Dependent repos count: 30.6%

Downloads: 34.3%

Maintainers (1)

Karthik_edge

Last synced: 6 months ago

conda-forge.org: glmnet

Homepage: https://github.com/civisanalytics/python-glmnet
License: GPL-2.0
Latest release: 2.2.1
published over 4 years ago

Versions: 3
Dependent Packages: 0
Dependent Repositories: 4

Rankings

Dependent repos count: 16.0%

Forks count: 23.7%

Stargazers count: 24.0%

Average: 28.8%

Dependent packages count: 51.4%

Last synced: 6 months ago