elex-solver 2.0.1

A package for optimization solvers

elex-solver

This packages includes solvers for:

• Ordinary least squares regression
• Quantile regression
• Transition matrices

Installation

• We recommend that you set up a virtualenv and activate it (IE mkvirtualenv elex-solver via http://virtualenvwrapper.readthedocs.io/en/latest/).
• Run pip install elex-solver

Ordinary least squares

We have our own implementation of ordinary least squares in Python because this let us optimize it towards the bootstrap by storing and re-using the normal equations. This allows for significant speed up.

Quantile Regression

Since we did not find any implementations of quantile regression in Python that fit our needs, we decided to write one ourselves. At the moment this uses two libraries, the version that solves the non-regularized problem uses numpyand solves the dual based on this paper. The version that solves the regularized problem uses cvxpy and sets up the problem as a normal optimization problem. Eventually, we are planning on replacing the regularized version with the dual also.

Transition matrices

We also have a solver for transition matrices. While this works arbitrarily, we have used this in the past for our primary election night model. We can still use this to create the sankey diagram coefficients.

Development

We welcome contributions to this repo. Please open a Github issue for any issues or comments you have.

Set up a virtual environment and run:

> pip install -r requirements.txt
> pip install -r requirements-dev.txt 

Precommit

To run pre-commit for linting, run:

pre-commit run --all-files

Testing

> tox