Build#

SuperGLM is built from a family, a feature specification and a penalty policy, with every constructor argument described on its page. Once the model exists, the properties below hold that configuration, and the trailing-underscore attributes are filled in by the fit.

superglm.SuperGLM

Penalised generalised linear model with splines, group penalties, and REML.

Configuration and fitted attributes#

family, link, penalty and selection_penalty hold the configuration and can be assigned to change it before the next fit; lambda2 is the fixed smoothing penalty the constructor takes as spline_penalty, assignable the same way; and features is read-only. The trailing-underscore attributes follow the scikit-learn convention and are resolved by the latest successful fit: selection_penalty_, distribution_ and theta_, the NB2 dispersion.

family

Defensive copy of configured family intent.

link

Defensive copy of configured link intent.

features

Defensive fitted/configured feature-spec view.

penalty

Defensive copy of the configured penalty template.

lambda2

Defensive copy of configured smoothing penalties.

selection_penalty

Configured selection-penalty intent.

selection_penalty_

Resolved selection penalty from the latest successful fit.

distribution_

Resolved distribution from the latest successful fit.

theta_

Resolved NB2 dispersion parameter from the latest successful fit.