Browser-based GLM workbench for actuarial pricing
Project description
Atelier
Browser-based GLM workbench for actuarial pricing
Build, fit, diagnose, and iterate on Generalized Linear Models - without leaving your browser.
Why Atelier?
Atelier wraps rustystats - a high-performance Rust-backed GLM engine - in a clean, interactive UI.
Installation
uv add atel
# or
pip install atel
Installs everything - backend, frontend, engine. No separate build steps.
Quick start
atel # starts server, opens browser
atel --port 9000 # custom port
The atelier command works too - atel is just shorter.
Features
Model building
- 8 GLM families - Gaussian, Poisson, Binomial, Gamma, Tweedie, Quasi-Poisson, Quasi-Binomial, Negative Binomial
- Rich term types - categorical, linear, B-splines, natural splines, target encoding, frequency encoding, expressions
- Monotonic constraints - enforce increasing/decreasing effects on splines and linear terms
- Interactions - standard product terms, target-encoded interactions, frequency-encoded interactions
- Regularization - Ridge, Lasso, Elastic Net with cross-validated alpha selection
- Train/test split - holdout validation with stratified splitting
Diagnostics
- Factor-level A/E - actual vs expected charts for every factor, fitted or not
- Score tests - chi-squared significance for candidate factors before fitting
- Lift charts - Gini, AUC, KS statistics with decile breakdown
- Calibration - Hosmer-Lemeshow test, decile calibration with confidence intervals
- Residual analysis - deviance, Pearson, and working residuals
- VIF & multicollinearity - variance inflation factors with severity coloring
- Model comparison - side-by-side metrics against a base model
Data exploration
- Pre-fit analysis - response distribution, zero inflation, overdispersion detection
- Correlation matrix - numeric correlations and Cramér's V for categoricals
- Interaction detection - greedy residual-based search for potential interactions
License
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