Changelog

2.0.4 - 202X-XX-XX

Bug fix:

2.0.3 - 2021-11-05

Other:

  • We are now specifying the run time dependencies in setup.py, so that missing dependencies are automatically installed from PyPI when installing glum via pip.

2.0.2 - 2021-11-03

Bug fix:

  • Fixed the sign of the log likelihood of the Gaussian distribution (not used for fitting coefficients).

  • Fixed the wide benchmarks which had duplicated columns (categorical and numerical).

Other:

  • The CI now builds the wheels and upload to pypi with every new release.

  • Renamed functions checking for qc.matrix compliance to refer to tabmat.

2.0.1 - 2021-10-11

Bug fix:

  • Fixed pyproject.toml. We now support installing through pip and pep517.

2.0.0 - 2021-10-08

Breaking changes:

New features:

Bug fix:

Other:

  • A major overhaul of the documentation. Everything is better!

  • The methods of the link classes will now return scalars when given scalar inputs. Under certain circumstances, they’d return zero-dimensional arrays.

  • There is a new benchmark available glm_benchmarks_run based on the Boston housing dataset. See here.

  • glm_benchmarks_analyze now includes offset in the index. See here.

  • glmnet_python was removed from the benchmarks suite.

  • The innermost coordinate descent was optimized. This speeds up coordinate descent dominated problems like LASSO by about 1.5-2x. See here.

1.5.1 - 2021-07-22

Bug fix:

1.5.0 - 2021-07-15

New features:

Other:

  • Methods of Link now consistently return NumPy arrays, whereas they used to preserve pandas series in special cases.

  • Don’t list sparse_dot_mkl as a runtime requirement from the conda recipe.

  • The minimal numpy pin should be dependent on the numpy version in host and not fixed to 1.16.

1.4.3 - 2021-06-25

Bug fix:

  • copy_X = False will now raise a value error when X has dtype int32 or int64. Previously, it would only raise for dtype int64.

1.4.2 - 2021-06-15

Tutorials and documentation improvements:

  • Adding tutorials to the documentation.

  • Additional documentation improvements.

Bug fix:

  • Verbose progress bar now working again.

Other:

  • Small improvement in documentation for the alpha_index argument to predict().

  • Pinned pre-commit hooks versions.

1.4.1 - 2021-05-01

We now have Windows builds!

1.4.0 - 2021-04-13

Deprecations:

  • Fusing the alpha and alphas arguments for GeneralizedLinearRegressor. alpha now also accepts array like inputs. alphas is now deprecated but can still be used for backward compatibility. The alphas argument will be removed with the next major version.

Bug fix:

  • We removed entry points to functions in glum_benchmarks from the conda package.

1.3.1 - 2021-04-12

Bug fix:

  • glum._distribution.unit_variance_derivative() is evaluating a proper numexpr expression again (regression in 1.3.0).

1.3.0 - 2021-04-12

New features:

  • We added a new solver based on scipy.optimize.minimize(method='trust-constr').

  • We added support for linear inequality constraints of type A_ineq.dot(coef_) <= b_ineq.

1.2.0 - 2021-02-04

We removed glum_benchmarks from the conda package.

1.1.1 - 2021-01-11

Maintenance release to get a fresh build for OSX.

1.1.0 - 2020-11-23

New feature:

  • Direct support for pandas categorical types in fit and predict. These will be converted into a CategoricalMatrix.

1.0.1 - 2020-11-12

This is a maintenance release to be compatible with tabmat>=1.0.0.

1.0.0 - 2020-11-11

Other:

0.0.15 - 2020-11-11

Other:

  • Pin tabmat<1.0.0 as we are expecting a breaking change with version 1.0.0.

0.0.14 - 2020-08-06

New features:

  • Add Tweedie Link.

  • Allow infinite bounds.

Bug fixes:

  • Unstandardize regularization path.

  • No copying in predict.

Other:

  • Various memory and performance improvements.

  • Update pre-commit hooks.

0.0.13 - 2020-07-23

See git history.

0.0.12 - 2020-07-07

See git history.

0.0.11 - 2020-07-02

See git history.

0.0.10 - 2020-06-30

See git history.

0.0.9 - 2020-06-26

See git history.

0.0.8 - 2020-06-24

See git history.

0.0.7 - 2020-06-17

See git history.

0.0.6 - 2020-06-16

See git history.

0.0.5 - 2020-06-10

See git history.

0.0.4 - 2020-06-08

See git history.

0.0.3 - 2020-06-08

See git history.