I have a new favourite library for building GLMs. It's my own, and will be the new engine behind some of my workflows. Introducing 𝗥𝘂𝘀𝘁𝘆𝗦𝘁𝗮𝘁𝘀. https://lnkd.in/e4cR7gwc I took inspiration from Polars, it's written in Rust, with a Python API. It also uses Polars dataframes as an input (no support for pandas) It's well optimised and seeing 5-10x speed improvement over statsmodels, and about 4x less RAM usage. It also has: • Regularisation (Ridge, Lasso, Elastic Net) • Splines (b-splines, natural) • Ordered Target Encoding • Exploratory data analysis/model diagnostics output That last bullet is more of a benefit to me, where this will be replacing other GLM libraries in my pipelines, I have tailored the output schema specifically to my other libraries reducing the amount of glue code and enabling new workflows.
Nice! Any overlap/additional features over the GLUM package?
This looks brilliant, thanks for sharing - looking forward to taking it out for a spin!
#RustyStats Sounds like my second year at university. Well done Ralph!