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Pyglmnet: A Python package for elastic net regularized generalized linear model


PyData Chicago 2016

Github: Additional Tutorials:

Pyglmnet: Documentation

In the era of big data, and high performance computing, generalized linear models (GLMs) have come to be widely applied across the sciences, economics, business, and finance. Although a popular R package exists, there is no equivalent in Python. I developed pyglmnet to address this need. In this talk, I will give a theoretical overview of GLMs and demonstrate the package with examples.

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