Simple porting of the LEAPS package on python. Not optimized yet.
Project description
PYLEAPS
This package wants to be a simple porting of the regsubset function from R.
Unlike leaps in R, the package is not optimized yet, and requires extra work to improve code readability.
For now, I have implemented forward/backward/best subset selection for linear regression, building on top
of the excellent statsmodels package.
In addition, for now, the user needs to manually code the categorical variable contrasts. This will be fixed in the future.
The package can be easily installed through pip. Check out https://pypi.org/project/pyleaps/ for details
TO INSTALL
pip install pyleaps
The relevant dependencies should automatically get installed, in case they are not present in the environment
COLLABORATION
Any help/collaboration is very welcome. Just let me know what kind of edits you propose and I will be very happy to discuss them.
TO DOs
This section contains a list of future edits:
- Improve general code readability
- Figure out a way to speed up best subset section. So far, it is way slower than the R counterpart.
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