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Asg is a Python package that solves penalized linear regression and quantile regression models for simultaneous variable selection and prediction, for both high and low dimensional frameworks. It makes very easy to set up and solve…
Holistic linear regression extends the classical best subset selection problem by adding additional constraints designed to improve the model quality. These constraints include sparsity-inducing constraints, sign-coherence constraints and…
We propose a new fast algorithm to estimate any sparse generalized linear model with convex or non-convex separable penalties. Our algorithm is able to solve problems with millions of samples and features in seconds, by relying on…
Regularization is widely used in statistics and machine learning to prevent overfitting and gear solution towards prior information. In general, a regularized estimation problem minimizes the sum of a loss function and a penalty term. The…
Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead…
The cgam package contains routines to fit the generalized additive model where the components may be modeled with shape and smoothness assumptions. The main routine is cgam and nineteen symbolic routines are provided to indicate the…
We introduce c-lasso, a Python package that enables sparse and robust linear regression and classification with linear equality constraints. The underlying statistical forward model is assumed to be of the following form: \[ y = X \beta +…
High-dimensional data pose challenges in statistical learning and modeling. Sometimes the predictors can be naturally grouped where pursuing the between-group sparsity is desired. Collinearity may occur in real-world high-dimensional…
Bayesian Networks (BNs) are used in various fields for modeling, prediction, and decision making. pgmpy is a python package that provides a collection of algorithms and tools to work with BNs and related models. It implements algorithms for…
Ordinary Differential Equations (ODE) are used throughout science where the capture of rates of change in states is sought. While both pieces of commercial and open software exist to study such systems, their efficient and accurate usage…
We propose an L1-penalized algorithm for fitting high-dimensional generalized linear mixed models. Generalized linear mixed models (GLMMs) can be viewed as an extension of generalized linear models for clustered observations. This…
Linear discriminant analysis (LDA) is a powerful tool in building classifiers with easy computation and interpretation. Recent advancements in science technology have led to the popularity of datasets with high dimensions, high orders and…
Correlation among the observations in high-dimensional regression modeling can be a major source of confounding. We present a new open-source package, plmmr, to implement penalized linear mixed models in R. This R package estimates…
We introduce pyGSL, a Python library that provides efficient implementations of state-of-the-art graph structure learning models along with diverse datasets to evaluate them on. The implementations are written in GPU-friendly ways, allowing…
Mathematical programming is widely employed across various sectors - such as logistics, energy, and workforce planning - to model and solve industrial optimisation problems, but its use requires substantial domain expertise. Large language…
Despite recent advances in algorithmic fairness, methodologies for achieving fairness with generalized linear models (GLMs) have yet to be explored in general, despite GLMs being widely used in practice. In this paper we introduce two…
ProfileGLMM is an R package integrating Generalised Linear Mixed Models (GLMMs) as the outcome model for Bayesian profile regression. This statistical framework simultaneously i) explains the variation in the outcome and ii) clusters the…
The adoption of large language models (LLMs) as rerankers in multi-stage retrieval systems has gained significant traction in academia and industry. These models refine a candidate list of retrieved documents, often through carefully…
Sparse regularized regression methods are now widely used in genome-wide association studies (GWAS) to address the multiple testing burden that limits discovery of potentially important predictors. Linear mixed models (LMMs) have become an…
The aim of the plsRglm package is to deal with complete and incomplete datasets through several new techniques or, at least, some which were not yet implemented in R. Indeed, not only does it make available the extension of the PLS…