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View Code? Open in Web Editor NEW:octopus: Generalized additive models in Python with a Bayesian twist
License: MIT License
:octopus: Generalized additive models in Python with a Bayesian twist
License: MIT License
Sometimes one would like to use the full basis in the computation (e.g. some illustration) and not use the dimension reduction trick. Setting energy > 1
should give you all the basis functions, but this fails, since some of the eigenvalues returned by np.linalg.eigh
are negative for some reason (very small negative numbers). Using np.linalg.svd
instead would solve the issue.
Hello, thank you for this wonderful library. I stumbled upon the kron() function while exploring it. Could you please clarify whether this function is exactly the same as the tensor smooth product as provided in mgcv package of R.
Is there a way to fit a gam with a Tweedie distribution?
A Tweedie distribution is a mixture between a poison and a gamma distribution. It helps model insurance losses with a significant positive probability mass at 0 (because most customers do not claim losses).
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