8000 [WIP] Add Generalized Linear Models (#9405) · lorentzenchr/scikit-learn@f3da424 · GitHub
[go: up one dir, main page]
Skip to content

Commit f3da424

Browse files
author
Christian Lorentzen
committed
[WIP] Add Generalized Linear Models (scikit-learn#9405)
* make raw docstrings where appropriate * make ExponentialDispersionModel (i.e. TweedieDistribution) pickable: ExponentialDispersionModel has new properties include_lower_bound, method in_y_range is not abstract anymore. * set self.intercept_=0 if fit_intercept=False, such that it is always defined. * set score to D2, a generalized R2 with deviance instead of squared error, as does glmnet. This also solves issues with check_regressors_train(GeneralizedLinearRegressor), which assumes R2 score. * change of names: weight to weights in ExponentialDispersionModel and to sample_weight in GeneralizedLinearRegressor * add class method linear_predictor
1 parent 3fa8d88 commit f3da424

File tree

1 file changed

+199
-131
lines changed

1 file changed

+199
-131
lines changed

0 commit comments

Comments
 (0)
0