liesel-gam 0.0.4__py3-none-any.whl → 0.0.6a4__py3-none-any.whl

liesel_gam-0.0.4.dist-info/METADATA

@@ -1,160 +0,0 @@
-Metadata-Version: 2.4
-Name: liesel_gam
-Version: 0.0.4
-Summary: Functionality for Generalized Additive Models in Liesel
-Author: Johannes Brachem
-License-File: LICENSE
-Keywords: machine-learning,statistics
-Classifier: Intended Audience :: Science/Research
-Classifier: License :: OSI Approved :: MIT License
-Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.13
-Requires-Python: >=3.13
-Requires-Dist: liesel>=0.4
-Description-Content-Type: text/markdown
-
-# Generalized Additive Models Functionality in Liesel
-
-[![pre-commit](https://github.com/liesel-devs/liesel_gam/actions/workflows/pre-commit.yml/badge.svg)](https://github.com/liesel-devs/liesel_gam/actions/workflows/pre-commit.yml)
-[![pytest](https://github.com/liesel-devs/liesel_gam/actions/workflows/pytest.yml/badge.svg)](https://github.com/liesel-devs/liesel_gam/actions/workflows/pytest.yml)
-[![pytest-cov](tests/coverage.svg)](https://github.com/liesel-devs/liesel_gam/actions/workflows/pytest.yml)
-
-This package provides functionality to make the setup of
-semiparametric generalized additive distributional regression models in [Liesel](https://github.com/liesel-devs/liesel)
-convenient. It works nicely with [liesel-devs/smoothcon](https://github.com/liesel-devs/smoothcon),
-which can be used to obtain basis and penalty matrices from the R package [mgcv](https://cran.r-project.org/web/packages/mgcv/index.html).
-
-## Disclaimer
-
-This package is experimental and under active development. That means:
-
-- The API cannot be considered stable. If you depend on this package, pin the version.
-- Testing has not been extensive as of now. Please check and verify!
-- There is currently no documentation beyond this readme.
-
-In any case, this package comes with no warranty or guarantees.
-
-## Installation
-
-You can install the development version from GitHub via pip:
-
-```bash
-pip install git+https://github.com/liesel-devs/liesel_gam.git
-```
-
-## Illustration
-
-This is a short pseudo-code illustration without real data. For full examples, please
-consider the [notebooks](https://github.com/liesel-devs/liesel_gam/blob/main/notebooks).
-
-```python
-import liesel.model as lsl
-import liesel.goose as gs
-
-import liesel_gam as gam
-
-import jax.numpy as jnp
-```
-
-Set up the response model.
-
-```python
-loc = gam.AdditivePredictor("loc")
-scale = gam.AdditivePredictor("scale", inv_link=jnp.exp) # terms will be added on the linked level
-
-y = lsl.Var.new_obs(
-    value=...,
-    distribution=lsl.Dist(..., loc=loc, scale=scale),
-    name="y"
-)
-```
-
-Add intercept terms
-
-```python
-loc += gam.Intercept(
-    value=0.0, # this is the default
-    distribution=None, # this is the default
-    inference=gs.MCMCSpec(gs.IWLSKernel), # supply inference information here
-    name="b0"
-)
-
-scale += gam.Intercept( # this term will be applied on the log link level
-    value=0.0,
-    distribution=None,
-    inference=gs.MCMCSpec(gs.IWLSKernel),
-    name="g0"
-)
-
-```
-
-Add a smooth term, which can be any structured additive term defined by a basis matrix
-and a penalty matrix. A potentially rank-deficient multivariate normal prior will
-be set up for the coefficient of this term.
-
-```python
-loc += gam.SmoothTerm(
-    basis=...,
-    penalty=...,
-    scale=lsl.Var.new_param(..., name="tau"),
-    inference=gs.MCMCSpec(gs.IWLSKernel),
-    name="s(x)"
-)
-```
-
-Add a linear term.
-
-```python
-loc += gam.LinearTerm(
-    x=..., # 1d-array or 2d-array are both allowed
-    distribution=lsl.Dist(...),
-    inference=gs.MCMCSpec(gs.IWLSKernel),
-    name="x"
-)
-```
-
-Get a Liesel EngineBuilder instance to set up MCMC sampling.
-
-```python
-model = lsl.Model([y])
-eb = gs.LieselMCMC(model).get_engine_builder() # get your engine builder instance
-```
-
-## Contents
-
-```python
-import liesel.model as lsl
-import liesel.goose as gs
-
-import liesel_gam as gam
-```
-
-This package provides the following classes and functions:
-
-- `gam.AdditivePredictor`: A `lsl.Var` object that provides a convenient way to define an additive predictor.
-- `gam.SmoothTerm`: A `lsl.Var` object that provides a convenient way to set up a structured additive term with a singular multivariate normal prior, given a basis matrix, a penalty matrix, and a `lsl.Var` representing the prior scale parameter.
-  - The alternative constructor `gam.SmoothTerm.new_ig` can be used to quickly set up a term with an inverse gamma prior on the prior variance parameter. This variance parameter will be initialized with a suitable Gibbs kernel.
-- `gam.LinearTerm`: A `lsl.Var` object that provides a convenient way to set up a linear term.
-- `gam.Intercept`: A `lsl.Var` parameter object that represents an intercept.
-- `gam.Basis`: An observed `lsl.Var` object that represents a basis matrix.
-
-A bit more behind the scenes:
-
-- `gam.MultivariateNormalSingular`: An implementation of the singular multivariate normal distribution in the `tensorflow_probability` interface.
-- `gam.star_ig_gibbs` and `gam.init_star_ig_gibbs`: Shortcuts for setting up a `gs.GibbsKernel` for a variance parameter with an inverse gamma prior.
-
-## Usage
-
-Usage is illustrated in the following notebooks.
-
-- [notebooks/test_gam_gibbs.ipynb](https://github.com/liesel-devs/liesel_gam/blob/main/notebooks/test_gam_gibbs.ipynb): Uses the `gam.SmoothTerm.new_ig` constructor for the quickest and most convenient setup.
-- [notebooks/test_gam_manual.ipynb](https://github.com/liesel-devs/liesel_gam/blob/main/notebooks/test_gam_manual.ipynb): Uses `gam.SmoothTerm` with a manually initialized scale parameter. This is less convenient, but demonstrates how to use any  `lsl.Var` for the scale parameter.
-
-## Usage with bases and penalties from `mgcv` via `smoothcon`
-
-We can get access to a large class of possible basis and penalty matrices by
-interfacing with the wonderful R package [mgcv](https://cran.r-project.org/web/packages/mgcv/index.html)
-via [liesel-devs/smoothcon](https://github.com/liesel-devs/smoothcon).
-
-Example notebooks that illustrate smoothcon usage are provided in the [smoothcon
-repository](https://github.com/liesel-devs/smoothcon/tree/main/notebooks).

liesel_gam-0.0.4.dist-info/RECORD

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