Welcome to pyGAM’s documentation!¶
pyGAM is a package for building Generalized Linear Models in Python, whose structure will be immediately familiar to anyone with experience of scipy or scikit-learn.
Installation¶
pyGAM is on pypi, and can be installed using pip:
pip install pygam
To speed up optimization on large models with constraints, it helps to
have scikit-sparse installed because it contains a slightly faster,
sparse version of Cholesky factorization. The import from
scikit-sparse references nose, so you’ll need that too.
The easiest way is to use Conda:
conda install -c conda-forge scikit-sparse
If you’re new to pyGAM, read the Getting Started guide for an introduction to the package.