pygam.penalties#

Penalty Matrix Generators

Functions

concave

Builds a penalty matrix for P-Splines with continuous features.

convex

Builds a penalty matrix for P-Splines with continuous features.

convexity_

Builds a penalty matrix for P-Splines with continuous features.

derivative

Builds a penalty matrix for P-Splines with continuous features.

l2

Builds a penalty matrix for P-Splines with categorical features.

monotonic_dec

Builds a penalty matrix for P-Splines with continuous features.

monotonic_inc

Builds a penalty matrix for P-Splines with continuous features.

monotonicity_

Builds a penalty matrix for P-Splines with continuous features.

none

Build a matrix of zeros for features that should go unpenalized.

periodic

sparse_diff

A ported sparse version of np.diff.

wrap_penalty

Tool to account for unity penalty on the linear term of any feature.