Tick: a Python library for statistical learning, with a particular emphasis on time-dependent modelling
Machine Learning
2018-03-16 v2
Abstract
Tick is a statistical learning library for Python~3, with a particular emphasis on time-dependent models, such as point processes, and tools for generalized linear models and survival analysis. The core of the library is an optimization module providing model computational classes, solvers and proximal operators for regularization. tick relies on a C++ implementation and state-of-the-art optimization algorithms to provide very fast computations in a single node multi-core setting. Source code and documentation can be downloaded from https://github.com/X-DataInitiative/tick
Cite
@article{arxiv.1707.03003,
title = {Tick: a Python library for statistical learning, with a particular emphasis on time-dependent modelling},
author = {Emmanuel Bacry and Martin Bompaire and Stéphane Gaïffas and Soren Poulsen},
journal= {arXiv preprint arXiv:1707.03003},
year = {2018}
}