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not the OP, but glmnet is still the standard for lasso'ing, and I'm not aware of a Python implementation for post-selection inference and statistical testing ye
by apathy 10y ago
not the OP, but glmnet is still the standard for lasso'ing, and I'm not aware of a Python implementation for post-selection inference and statistical testing yet.
That said, the secret sauce in all of those is FORTRAN.
- eric_bullington 10y agoThanks for the suggestions, I appreciate it. Alas, at the least, there are Python implementations of all those between scikit-learn and this project: https://github.com/selective-inference/Python-software https://github.com/selective-inference/Python-software. statsmodels has GLM capabilities, and there are even Python bindings for R's glmnet FORTRAN library. I'm not sure how well those compare to the R implementations, but they look well-built at first glance. Any other ideas out there?
- blahi 10y agoPython does not lack in models. It has broad enough coverage and good enough infrastructure to construct the rest if you need it. It lacks in everything else that you need in your day-to-day modeling. DoE, graphics, utility functions, inference, etc.
- apathy 10y agoInteresting! Great find on the selective inference, I should have known to look. Tucking this away for when it is needed.