statgpu 0.1.0__tar.gz

statgpu-0.1.0/LICENSE

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statgpu-0.1.0/MANIFEST.in

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+include statgpu/unsupervised/_dbscan_cpu.pyx

statgpu-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: statgpu
+Version: 0.1.0
+Summary: GPU-accelerated statistical methods with sklearn-compatible API
+Author: TheHiddenObserver
+License: Apache-2.0
+Project-URL: Homepage, https://github.com/TheHiddenObserver/statgpu
+Project-URL: Repository, https://github.com/TheHiddenObserver/statgpu
+Keywords: statistics,gpu,cuda,machine-learning,sklearn
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Science/Research
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.20
+Requires-Dist: joblib>=1.0
+Requires-Dist: scipy>=1.7
+Provides-Extra: gpu11
+Requires-Dist: cupy-cuda11x>=13.0; extra == "gpu11"
+Provides-Extra: gpu12
+Requires-Dist: cupy-cuda12x>=13.0; extra == "gpu12"
+Provides-Extra: torch
+Requires-Dist: torch>=2.0; extra == "torch"
+Requires-Dist: scipy>=1.7; extra == "torch"
+Provides-Extra: dev
+Requires-Dist: pytest>=6.0; extra == "dev"
+Requires-Dist: black; extra == "dev"
+Requires-Dist: flake8; extra == "dev"
+Requires-Dist: mypy; extra == "dev"
+Provides-Extra: validation
+Requires-Dist: pytest>=6.0; extra == "validation"
+Requires-Dist: scikit-learn>=1.0; extra == "validation"
+Requires-Dist: statsmodels>=0.13; extra == "validation"
+Provides-Extra: formula
+Requires-Dist: patsy>=0.5.3; extra == "formula"
+Requires-Dist: pandas>=1.5; extra == "formula"
+Provides-Extra: cpu-ext
+Requires-Dist: Cython>=3.0; extra == "cpu-ext"
+Dynamic: license-file
+
+# statgpu
+
+[![PyPI version](https://img.shields.io/pypi/v/statgpu.svg)](https://pypi.org/project/statgpu/)
+[![Python versions](https://img.shields.io/pypi/pyversions/statgpu.svg)](https://pypi.org/project/statgpu/)
+[![License](https://img.shields.io/github/license/TheHiddenObserver/statgpu.svg)](https://github.com/TheHiddenObserver/statgpu/blob/master/LICENSE)
+[![GitHub stars](https://img.shields.io/github/stars/TheHiddenObserver/statgpu.svg)](https://github.com/TheHiddenObserver/statgpu/stargazers)
+[![Downloads](https://img.shields.io/pypi/dm/statgpu.svg)](https://pypi.org/project/statgpu/)
+
+GPU-accelerated statistical methods with sklearn-compatible API.
+
+## Why statgpu?
+
+| Feature | statgpu | sklearn | glmnet (R) |
+|---------|---------|---------|------------|
+| GPU acceleration | ✅ CuPy + PyTorch | ❌ | ❌ |
+| 7 GLM families | ✅ | Partial | ✅ |
+| 10 penalty types | ✅ (SCAD, MCP, Group) | L1/L2 only | L1/L2 only |
+| sklearn API | ✅ | ✅ | ❌ |
+| Debiased Lasso inference | ✅ | ❌ | ❌ |
+| Cross-backend | ✅ NumPy/CuPy/Torch | NumPy only | R only |
+
+## Quick Start
+
+```python
+import numpy as np
+from statgpu.linear_model import Lasso, LassoCV, PenalizedGLM_CV
+
+# Lasso with cross-validation
+X, y = np.random.randn(1000, 50), np.random.randn(1000)
+model = LassoCV(cv=5).fit(X, y)
+print(f"Optimal alpha: {model.alpha_:.4f}")
+
+# Penalized GLM: Poisson + SCAD on GPU
+model = PenalizedGLM_CV(
+    loss="poisson", penalty="scad", cv=5, device="cuda"
+).fit(X, y_counts)
+```
+
+## Documentation
+
+- **English docs**: [docs/en/](docs/en/) — full documentation index
+- **Chinese docs**: [docs/](docs/) — 中文文档
+- **Quickstart**: [Quickstart](docs/en/getting-started/quickstart.md)
+- **GLM + Penalty**: [Generalized Linear Model](docs/en/models/generalized-linear-model.md) — 7 families × 10 penalties × 3 backends
+- **Cross-Validation**: [Cross-Validation Guide](docs/en/guides/cross-validation.md) — PenalizedGLM_CV, LassoCV, RidgeCV
+- **Solver-Penalty Matrix**: [Solver × Penalty](docs/en/guides/solver-penalty-matrix.md) — solver dispatch and penalty routing
+- **Device & Memory**: [Device and GPU Memory](docs/en/guides/device-and-memory.md)
+- **PyTorch Backend**: [PyTorch Backend](docs/en/guides/pytorch-backend.md)
+- **Distribution API**: [Distribution API](docs/en/guides/distribution-api.md) — 15 distributions across 3 backends
+- **Multiple Testing**: [Multiple Testing](docs/en/guides/multiple-testing-combine-pvalues.md) — p-value adjustment and combination
+- **Changelog**: [Changelog](docs/en/changelog.md)
+
+## Features
+
+- 🚀 **3 Backends**: NumPy (CPU), CuPy (CUDA), PyTorch (CUDA) — automatic device selection
+- 🔧 **sklearn-compatible**: `fit`/`predict`/`score` API, `sklearn.base.clone()` supported
+- 📊 **7 GLM Families**: squared_error, logistic, poisson, gamma, inverse_gaussian, negative_binomial, tweedie
+- 🔥 **10 Penalties**: l1, l2, elasticnet, scad, mcp, adaptive_l1, group_lasso, group_mcp, group_scad
+- ⚡ **6 Solvers**: exact, newton, lbfgs, irls, fista, fista_bb — `solver="auto"` selects optimal
+- 🧮 **Inference**: HC0-HC3/HAC robust SE, debiased Lasso, bootstrap, simultaneous CI
+- 📈 **Nonparametric**: KDE, kernel regression, B-splines, GAM
+- 🧬 **Unsupervised**: PCA, KMeans, DBSCAN, GMM, UMAP, t-SNE (12 classes)
+- 📐 **Distributions**: 15 distributions across 3 backends via `get_distribution()` — [API docs](docs/en/guides/distribution-api.md)
+- 🧪 **Multiple Testing**: `adjust_pvalues` + `combine_pvalues` + `permutation_test`
+- 🔥 **Cross-Validation**: PenalizedGLM_CV (all 7 losses × 10 penalties), RidgeCV, LassoCV, ElasticNetCV
+
+## Implemented Methods
+
+> **[Full method list with solvers, penalties, link functions →](docs/en/guides/implemented-methods.md)**
+
+| Category | Classes | Highlights |
+|---|---|---|
+| **Regression & GLM** | 12 classes | LinearRegression, Ridge, Lasso, ElasticNet, Logistic, Poisson, Gamma, InvGauss, NB, Tweedie, Ordered models |
+| **Penalized GLM** | 8 classes | PenalizedGLM + 7 family wrappers (Linear, Logistic, Poisson, Gamma, InvGauss, NB, Tweedie) × 10 penalties × 6 solvers |
+| **Cross-Validation** | 6 classes | RidgeCV, LassoCV, ElasticNetCV, LogisticCV, PenalizedGLM_CV, CoxPHCV |
+| **ANOVA** | 1 function | `f_oneway` — GPU-accelerated |
+| **Covariance** | 3 classes | EmpiricalCovariance, LedoitWolf, OAS |
+| **Panel Data** | 2 classes | PanelOLS, RandomEffects |
+| **Nonparametric** | 5 classes | KernelRidge, KernelRidgeCV, pairwise_kernels, bspline_basis, natural_cubic_spline_basis |
+| **Semiparametric** | 1 class | GAM (penalized B-splines + GCV) |
+| **Unsupervised** | 12 classes | PCA, SVD, NMF, UMAP, t-SNE, KMeans, DBSCAN, GMM, AgglomerativeClustering |
+| **Survival** | 1 class | CoxPH (Breslow/Efron ties, robust SE) |
+| **Feature Selection** | 2 functions | fixed-X / model-X knockoff filters |
+| **Multiple Testing** | 3 functions | adjust_pvalues, combine_pvalues, permutation_test |
+
+## Installation
+
+```bash
+# CPU only
+pip install statgpu
+
+# With GPU support (choose by CUDA major version)
+# CUDA 11.x runtime:
+pip install statgpu[gpu11]
+
+# CUDA 12.x runtime:
+pip install statgpu[gpu12]
+
+# With PyTorch backend (CUDA 11.x)
+pip install statgpu[torch]
+
+# Development
+pip install statgpu[dev]
+
+# Formula interface
+pip install statgpu[formula]
+```
+
+## Quick Start
+
+```python
+import numpy as np
+from statgpu.inference import norm, poisson
+from statgpu.linear_model import LinearRegression, PenalizedGLM_CV
+from statgpu import adjust_pvalues, combine_pvalues
+
+# Generate data using statgpu distributions (scipy-compatible API)
+X = norm.rvs(size=(10000, 100))
+y = X @ norm.rvs(size=100) + norm.rvs(size=10000) * 0.5
+
+# Linear regression with GPU
+model = LinearRegression(device='cuda')
+model.fit(X, y)
+print(f"R²: {model.score(X, y):.4f}")
+
+# Penalized GLM with cross-validation
+y_pois = poisson.rvs(mu=np.exp(X[:, :5] @ np.ones(5) * 0.1), size=X.shape[0])
+cv_model = PenalizedGLM_CV(
+    loss="poisson", penalty="elasticnet", l1_ratio=0.5,
+    cv=5, device="cpu",
+)
+cv_model.fit(X[:, :5], y_pois)
+print(f"Best alpha: {cv_model.alpha_:.4f}")
+
+# Multiple-testing correction
+reject, pvals_adj = adjust_pvalues(np.array([0.003, 0.02, 0.5]), method='bh')
+
+# Global p-value combination
+stat, p_global = combine_pvalues(np.array([0.01, 0.07, 0.03, 0.40]), method='fisher')
+```
+
+## Device Control
+
+```python
+import statgpu as sg
+
+# Global setting
+sg.set_device('cuda')  # Force GPU
+sg.set_device('cpu')   # Force CPU
+sg.set_device('auto')  # Auto-detect (default)
+
+# Per-model setting
+from statgpu.linear_model import LinearRegression
+model = LinearRegression(device='cuda', n_jobs=4)
+```
+
+## Benchmark Results (RTX 4090)
+
+Full report: `dev/tests/_bench_realdata_report.md`
+
+Test environment: RTX 4090 (24GB), CuPy 14.1.0, PyTorch 2.8.0+cu128, scikit-learn 1.8.0, statsmodels 0.14.6, lifelines 0.30.3
+
+### Real-Data Performance
+
+| Module | Dataset | n | p | Best Speedup | Precision |
+|--------|---------|---|---|-------------|-----------|
+| Poisson GLM | freMTPL2 | 678K | 42 | 196.9x vs sklearn | coef_corr=1.000000 |
+| Gamma GLM | synthetic | 678K | 42 | 97.9x vs sklearn | coef_corr=0.9995 |
+| CoxPH | synthetic | 1.9K | 500 | 1.2x vs CPU | coef_corr=1.000 |
+| adjust_pvalues (BH) | synthetic | — | 1M | 0.55x | 100% agreement |
+| PenalizedPoisson(L1) | freMTPL2 | 678K | 42 | — | OK |
+| PenalizedCoxPH(L2) | synthetic | 1.9K | 500 | — | C-index match |
+
+### Precision Summary
+
+| Module | Metric | Result |
+|--------|--------|--------|
+| Poisson GLM | coef correlation vs sklearn | 1.000000 (full freMTPL2) |
+| Gamma GLM | coef correlation vs sklearn | 0.9995 |
+| CoxPH | coef correlation vs lifelines | 1.000 |
+| adjust_pvalues (BH) | reject agreement vs statsmodels | 100% (100K to 5M p-values) |
+| Penalized (L1/L2) | self-consistency | C-index match across penalties |
+
+## Requirements
+
+- Python >= 3.8
+- NumPy >= 1.20
+- CuPy (optional, for GPU; choose wheel matching CUDA major version)
+  - CUDA 11.x: `cupy-cuda11x`
+  - CUDA 12.x: `cupy-cuda12x`
+- CUDA runtime compatible with selected CuPy wheel
+
+## License
+
+Apache License 2.0 — see [LICENSE](LICENSE) for details.

statgpu-0.1.0/README.md

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+# statgpu
+
+[![PyPI version](https://img.shields.io/pypi/v/statgpu.svg)](https://pypi.org/project/statgpu/)
+[![Python versions](https://img.shields.io/pypi/pyversions/statgpu.svg)](https://pypi.org/project/statgpu/)
+[![License](https://img.shields.io/github/license/TheHiddenObserver/statgpu.svg)](https://github.com/TheHiddenObserver/statgpu/blob/master/LICENSE)
+[![GitHub stars](https://img.shields.io/github/stars/TheHiddenObserver/statgpu.svg)](https://github.com/TheHiddenObserver/statgpu/stargazers)
+[![Downloads](https://img.shields.io/pypi/dm/statgpu.svg)](https://pypi.org/project/statgpu/)
+
+GPU-accelerated statistical methods with sklearn-compatible API.
+
+## Why statgpu?
+
+| Feature | statgpu | sklearn | glmnet (R) |
+|---------|---------|---------|------------|
+| GPU acceleration | ✅ CuPy + PyTorch | ❌ | ❌ |
+| 7 GLM families | ✅ | Partial | ✅ |
+| 10 penalty types | ✅ (SCAD, MCP, Group) | L1/L2 only | L1/L2 only |
+| sklearn API | ✅ | ✅ | ❌ |
+| Debiased Lasso inference | ✅ | ❌ | ❌ |
+| Cross-backend | ✅ NumPy/CuPy/Torch | NumPy only | R only |
+
+## Quick Start
+
+```python
+import numpy as np
+from statgpu.linear_model import Lasso, LassoCV, PenalizedGLM_CV
+
+# Lasso with cross-validation
+X, y = np.random.randn(1000, 50), np.random.randn(1000)
+model = LassoCV(cv=5).fit(X, y)
+print(f"Optimal alpha: {model.alpha_:.4f}")
+
+# Penalized GLM: Poisson + SCAD on GPU
+model = PenalizedGLM_CV(
+    loss="poisson", penalty="scad", cv=5, device="cuda"
+).fit(X, y_counts)
+```
+
+## Documentation
+
+- **English docs**: [docs/en/](docs/en/) — full documentation index
+- **Chinese docs**: [docs/](docs/) — 中文文档
+- **Quickstart**: [Quickstart](docs/en/getting-started/quickstart.md)
+- **GLM + Penalty**: [Generalized Linear Model](docs/en/models/generalized-linear-model.md) — 7 families × 10 penalties × 3 backends
+- **Cross-Validation**: [Cross-Validation Guide](docs/en/guides/cross-validation.md) — PenalizedGLM_CV, LassoCV, RidgeCV
+- **Solver-Penalty Matrix**: [Solver × Penalty](docs/en/guides/solver-penalty-matrix.md) — solver dispatch and penalty routing
+- **Device & Memory**: [Device and GPU Memory](docs/en/guides/device-and-memory.md)
+- **PyTorch Backend**: [PyTorch Backend](docs/en/guides/pytorch-backend.md)
+- **Distribution API**: [Distribution API](docs/en/guides/distribution-api.md) — 15 distributions across 3 backends
+- **Multiple Testing**: [Multiple Testing](docs/en/guides/multiple-testing-combine-pvalues.md) — p-value adjustment and combination
+- **Changelog**: [Changelog](docs/en/changelog.md)
+
+## Features
+
+- 🚀 **3 Backends**: NumPy (CPU), CuPy (CUDA), PyTorch (CUDA) — automatic device selection
+- 🔧 **sklearn-compatible**: `fit`/`predict`/`score` API, `sklearn.base.clone()` supported
+- 📊 **7 GLM Families**: squared_error, logistic, poisson, gamma, inverse_gaussian, negative_binomial, tweedie
+- 🔥 **10 Penalties**: l1, l2, elasticnet, scad, mcp, adaptive_l1, group_lasso, group_mcp, group_scad
+- ⚡ **6 Solvers**: exact, newton, lbfgs, irls, fista, fista_bb — `solver="auto"` selects optimal
+- 🧮 **Inference**: HC0-HC3/HAC robust SE, debiased Lasso, bootstrap, simultaneous CI
+- 📈 **Nonparametric**: KDE, kernel regression, B-splines, GAM
+- 🧬 **Unsupervised**: PCA, KMeans, DBSCAN, GMM, UMAP, t-SNE (12 classes)
+- 📐 **Distributions**: 15 distributions across 3 backends via `get_distribution()` — [API docs](docs/en/guides/distribution-api.md)
+- 🧪 **Multiple Testing**: `adjust_pvalues` + `combine_pvalues` + `permutation_test`
+- 🔥 **Cross-Validation**: PenalizedGLM_CV (all 7 losses × 10 penalties), RidgeCV, LassoCV, ElasticNetCV
+
+## Implemented Methods
+
+> **[Full method list with solvers, penalties, link functions →](docs/en/guides/implemented-methods.md)**
+
+| Category | Classes | Highlights |
+|---|---|---|
+| **Regression & GLM** | 12 classes | LinearRegression, Ridge, Lasso, ElasticNet, Logistic, Poisson, Gamma, InvGauss, NB, Tweedie, Ordered models |
+| **Penalized GLM** | 8 classes | PenalizedGLM + 7 family wrappers (Linear, Logistic, Poisson, Gamma, InvGauss, NB, Tweedie) × 10 penalties × 6 solvers |
+| **Cross-Validation** | 6 classes | RidgeCV, LassoCV, ElasticNetCV, LogisticCV, PenalizedGLM_CV, CoxPHCV |
+| **ANOVA** | 1 function | `f_oneway` — GPU-accelerated |
+| **Covariance** | 3 classes | EmpiricalCovariance, LedoitWolf, OAS |
+| **Panel Data** | 2 classes | PanelOLS, RandomEffects |
+| **Nonparametric** | 5 classes | KernelRidge, KernelRidgeCV, pairwise_kernels, bspline_basis, natural_cubic_spline_basis |
+| **Semiparametric** | 1 class | GAM (penalized B-splines + GCV) |
+| **Unsupervised** | 12 classes | PCA, SVD, NMF, UMAP, t-SNE, KMeans, DBSCAN, GMM, AgglomerativeClustering |
+| **Survival** | 1 class | CoxPH (Breslow/Efron ties, robust SE) |
+| **Feature Selection** | 2 functions | fixed-X / model-X knockoff filters |
+| **Multiple Testing** | 3 functions | adjust_pvalues, combine_pvalues, permutation_test |
+
+## Installation
+
+```bash
+# CPU only
+pip install statgpu
+
+# With GPU support (choose by CUDA major version)
+# CUDA 11.x runtime:
+pip install statgpu[gpu11]
+
+# CUDA 12.x runtime:
+pip install statgpu[gpu12]
+
+# With PyTorch backend (CUDA 11.x)
+pip install statgpu[torch]
+
+# Development
+pip install statgpu[dev]
+
+# Formula interface
+pip install statgpu[formula]
+```
+
+## Quick Start
+
+```python
+import numpy as np
+from statgpu.inference import norm, poisson
+from statgpu.linear_model import LinearRegression, PenalizedGLM_CV
+from statgpu import adjust_pvalues, combine_pvalues
+
+# Generate data using statgpu distributions (scipy-compatible API)
+X = norm.rvs(size=(10000, 100))
+y = X @ norm.rvs(size=100) + norm.rvs(size=10000) * 0.5
+
+# Linear regression with GPU
+model = LinearRegression(device='cuda')
+model.fit(X, y)
+print(f"R²: {model.score(X, y):.4f}")
+
+# Penalized GLM with cross-validation
+y_pois = poisson.rvs(mu=np.exp(X[:, :5] @ np.ones(5) * 0.1), size=X.shape[0])
+cv_model = PenalizedGLM_CV(
+    loss="poisson", penalty="elasticnet", l1_ratio=0.5,
+    cv=5, device="cpu",
+)
+cv_model.fit(X[:, :5], y_pois)
+print(f"Best alpha: {cv_model.alpha_:.4f}")
+
+# Multiple-testing correction
+reject, pvals_adj = adjust_pvalues(np.array([0.003, 0.02, 0.5]), method='bh')
+
+# Global p-value combination
+stat, p_global = combine_pvalues(np.array([0.01, 0.07, 0.03, 0.40]), method='fisher')
+```
+
+## Device Control
+
+```python
+import statgpu as sg
+
+# Global setting
+sg.set_device('cuda')  # Force GPU
+sg.set_device('cpu')   # Force CPU
+sg.set_device('auto')  # Auto-detect (default)
+
+# Per-model setting
+from statgpu.linear_model import LinearRegression
+model = LinearRegression(device='cuda', n_jobs=4)
+```
+
+## Benchmark Results (RTX 4090)
+
+Full report: `dev/tests/_bench_realdata_report.md`
+
+Test environment: RTX 4090 (24GB), CuPy 14.1.0, PyTorch 2.8.0+cu128, scikit-learn 1.8.0, statsmodels 0.14.6, lifelines 0.30.3
+
+### Real-Data Performance
+
+| Module | Dataset | n | p | Best Speedup | Precision |
+|--------|---------|---|---|-------------|-----------|
+| Poisson GLM | freMTPL2 | 678K | 42 | 196.9x vs sklearn | coef_corr=1.000000 |
+| Gamma GLM | synthetic | 678K | 42 | 97.9x vs sklearn | coef_corr=0.9995 |
+| CoxPH | synthetic | 1.9K | 500 | 1.2x vs CPU | coef_corr=1.000 |
+| adjust_pvalues (BH) | synthetic | — | 1M | 0.55x | 100% agreement |
+| PenalizedPoisson(L1) | freMTPL2 | 678K | 42 | — | OK |
+| PenalizedCoxPH(L2) | synthetic | 1.9K | 500 | — | C-index match |
+
+### Precision Summary
+
+| Module | Metric | Result |
+|--------|--------|--------|
+| Poisson GLM | coef correlation vs sklearn | 1.000000 (full freMTPL2) |
+| Gamma GLM | coef correlation vs sklearn | 0.9995 |
+| CoxPH | coef correlation vs lifelines | 1.000 |
+| adjust_pvalues (BH) | reject agreement vs statsmodels | 100% (100K to 5M p-values) |
+| Penalized (L1/L2) | self-consistency | C-index match across penalties |
+
+## Requirements
+
+- Python >= 3.8
+- NumPy >= 1.20
+- CuPy (optional, for GPU; choose wheel matching CUDA major version)
+  - CUDA 11.x: `cupy-cuda11x`
+  - CUDA 12.x: `cupy-cuda12x`
+- CUDA runtime compatible with selected CuPy wheel
+
+## License
+
+Apache License 2.0 — see [LICENSE](LICENSE) for details.