search

glm-tools / pyglmnet

Python implementation of elastic-net regularized generalized linear models
http://glm-tools.github.io/pyglmnet/
MIT License
279 stars 83 forks source link

implement sample weights to allow use on weighted data #279

Open ghost opened 5 years ago

ghost commented 5 years ago

Proof-of concept is in https://github.com/peterfoley605/pyglmnet/tree/implement_sample_weight

jasmainak commented 5 years ago

Feel free to open a WIP pull request so that it's not too much to review in one go

ghost commented 5 years ago

tricky thing there is that the branch is built as a "fork of pyglmnet that does things the way I need them done" rather than a "prepping for a PR", and it includes additional logging along with the sample weights, so it probably wouldn't be possible to merge directly. It does have tests and updated documentation and everything, though.

jasmainak commented 5 years ago

okay I see, whenever you are ready.

It's usually a good idea to open PR earlier than later so that it's possible to discuss and change things while there isn't too much code.

arkottke commented 3 years ago

It's unfortunate that the original user account on this request was deleted. I would also be interested in this feature.

jasmainak commented 3 years ago

it's here: https://github.com/glm-tools/pyglmnet/pull/324

I am happy to review/help if you want to try and finish this work ... however it's unlikely to be on the top of my priority list at the moment

arkottke commented 3 years ago

Oh great! I will see if I can carve out some time to contribute to this.

jasmainak commented 3 years ago

keep us posted!