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mljar / mljar-supervised

Python package for AutoML on Tabular Data with Feature Engineering, Hyper-Parameters Tuning, Explanations and Automatic Documentation
https://mljar.com
MIT License
3.06k stars 410 forks source link

Generalized Additive Model #414

Open huanvo88 opened 3 years ago

huanvo88 commented 3 years ago

Hi, can we add support for Generalized Additive Models (GAM), similar to the package mgcv in R? Certain industries like health science and insurance still use GAM to build models.

pplonski commented 3 years ago

@huanvo88 do you know a good python library for GAM?

huanvo88 commented 3 years ago

@pplonski thanks for the response. Unfortunately I don't think there is a python implementation of GAM that is on par with mgcv in R. I have been using pyGAM, however it seems that the repo is not actively maintained. Another recent alternative is statsmodels GAM which seems to be more properly maintained, however it says on the website that the unit tests only cover Gaussian and Poisson distributions, plus I don't know whether statsmodels GAM can support fitting monotonic constraint for each feature. It seems there is not enough interest in the python community to create a GAM package that is on par with mgcv in R. :(