Welcome to pyGAM’s documentation!

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pyGAM is a package for building Generalized Additive Models in Python, with an emphasis on modularity and performance. The API will be immediately familiar to anyone with experience of scikit-learn or scipy.

Installation

pyGAM is on pypi, and can be installed using pip:

pip install pygam

Or via conda-forge, however this is typically less up-to-date:

conda install -c conda-forge pyGAM

You can install the bleeding edge from github using flit. First clone the repo, cd into the main directory and do:

pip install flit
flit install

Optional

To speed up optimization on large models with constraints, it helps to have scikit-sparse installed because it contains a slightly faster, sparse version of Cholesky factorization. The import from scikit-sparse references nose, so you’ll need that too.

The easiest way is to use Conda:

conda install -c conda-forge scikit-sparse nose

More information is available in the scikit-sparse docs.

Dependencies

pyGAM is tested on Python 2.7 and 3.6 and depends on NumPy, SciPy, and progressbar2 (see requirements.txt for version information).

Optional: scikit-sparse.

In addtion to the above dependencies, the datasets submodule relies on Pandas.

Citing pyGAM

Servén D., Brummitt C. (2018). pyGAM: Generalized Additive Models in Python. Zenodo. DOI: 10.5281/zenodo.1208723

Contact

To report an issue with pyGAM please use the issue tracker.

License

GNU General Public License v3.0

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