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User facing API for specifying linear models terms #731
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Thanks! I am also excited for the In my opinion, there is still a lot of room for development within the As to your points:
The context can already be turned off by passing an empty dict. We could make this more explicit, e.g., allowing to set
I think that this could be quite interesting. A related feature is [smoothness penalties for splines ] (#471 (comment)). Again, this could be incorporated within the formulaic-based framework. If one wanted to, e.g., be able to specify a penalized spline as something like
I agree that this would probably require a different approach. I would be curious to know though if you have a specific formula library in mind or if you are suggesting developing one from the ground up. |
Coming as part of Glum 3. |
I've seen that glum version 3 will get a formula interface, much like R glm, using formulaic. This is a great step for more usability.
I wanted to ask for the appetite of yet another way to specify models based on the following requirements:
No scikit-learn pipeline needed.
(formulaic uses a string, so no autocomplete)
(formulaic saves the current scope / context)
It would be nice to be able to specify penalties per term, e.g. L2-difference for a B-spline, L2 for a categorical feature, or a group L2 or group L1 for another categorical feature. Sophisticated: geo-penalty
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