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Releases: Quantco/glum

quantcore.glm 1.3.1

13 Apr 08:18
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1.3.1 - 2021-04-12

Bug fix:

  • quantcore.glm._distribution.unit_variance_derivative is evaluating a proper numexpr expression again (regression in 1.3.0).

quantcore.glm 1.3.0

13 Apr 05:56
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1.3.0 - 2021-04-12

New features:

  • We added a new solver based on scipy.optimize.minimize(method='trust-constr').
  • We added support for linear inequality constraints of type A_ineq.dot(coef_) <= b_ineq.

quantcore.glm 1.2.0

04 Feb 23:50
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1.2.0 - 2021-02-04

We removed quantcore.glm_benchmarks from the conda package.

quantcore.glm 1.1.1

11 Jan 15:40
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1.1.1 - 2021-01-11

Maintenance release to get a fresh build for OSX.

quantcore.glm 1.1.0

23 Nov 21:10
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1.1.0 - 2020-11-23

New features:

Direct support for pandas categorical types in fit and predict. These will be converted into a CategoricalMatrix.

quantcore.glm 1.0.1

12 Nov 18:01
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This is a maintenance release to be compatible with quantcore.matrix>=1.0.0.

quantcore.glm 1.0.0

11 Nov 14:51
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Breaking change:

  • Renamed alpha_level attribute of quantcore.glm.GeneralizedLinearRegressor and quantcore.glm.GeneralizedLinearRegressorCV to alpha_index.

Other:

  • Clarified behavior of scale_predictors.

quantcore.glm 0.0.15

11 Nov 06:34
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Other

  • Pin quantcore.matrix < 1.0.0 as we are expecting a breaking change with version 1.0.0.