Releases: Quantco/glum
Releases · Quantco/glum
quantcore.glm 1.3.1
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
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
1.2.0 - 2021-02-04
We removed quantcore.glm_benchmarks
from the conda package.
quantcore.glm 1.1.1
1.1.1 - 2021-01-11
Maintenance release to get a fresh build for OSX.
quantcore.glm 1.1.0
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
This is a maintenance release to be compatible with quantcore.matrix>=1.0.0
.
quantcore.glm 1.0.0
Breaking change:
- Renamed
alpha_level
attribute ofquantcore.glm.GeneralizedLinearRegressor
andquantcore.glm.GeneralizedLinearRegressorCV
toalpha_index
.
Other:
- Clarified behavior of scale_predictors.
quantcore.glm 0.0.15
Other
- Pin quantcore.matrix < 1.0.0 as we are expecting a breaking change with version 1.0.0.