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glum 3.1.3

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@MatthiasSchmidtblaicherQC MatthiasSchmidtblaicherQC released this 18 Feb 08:33
86dd5f2

3.1.3 - 2025-02-18

Bug fixes:

  • Fixed deviance_path_ in :class:~glum.GeneralizedLinearRegressorCV being scaled down by a factor of n_folds because test fold weights were not normalized to sum to 1.
  • Fixed :class:~glum.NegativeBinomialDistribution theta setter rejecting np.number types, causing dist.theta = dist.theta to raise a TypeError.

Other changes:

  • We disabled fast math to avoid invalid results (e.g., when dividing by zero).
  • The default alpha_max for the regularization path in the pure ridge case (l1_ratio=0) is now computed from the null model gradient, matching glmnet's behavior. Previously it was hardcoded to 10.
  • When min_alpha_ratio is not set and n_samples < n_features, the default is now 1e-2 instead of 1e-6, matching glmnet's convention.

Full Changelog: 3.1.2...3.1.3