Introducing RustyStats: Fast GLM Engine with Regularisation

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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.

#RustyStats Sounds like my second year at university. Well done Ralph!

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Nice! Any overlap/additional features over the GLUM package?

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This looks brilliant, thanks for sharing - looking forward to taking it out for a spin!

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