lazograf
PhD Candidate in Finance | MSc Applied Economics | BSc Economics
University of St AndrewsSt Andrews, Scotland
Pinned Repositories
asgl
A regression solver for linear and quantile regression models and lasso based penalizations'
catboost
A fast, scalable, high performance Gradient Boosting on Decision Trees library, used for ranking, classification, regression and other machine learning tasks for Python, R, Java, C++. Supports computation on CPU and GPU.
crepes
Conformal classifiers, regressors and predictive systems
darts
A python library for easy manipulation and forecasting of time series.
DescTools
Tools for Descriptive Statistics and Exploratory Data Analysis
MAPIE
A scikit-learn-compatible module for estimating prediction intervals.
nixtla
Python SDK for TimeGPT
Python_Projects
R_Projects
shapr
Explaining the output of machine learning models with more accurately estimated Shapley values
lazograf's Repositories
lazograf/catboost
A fast, scalable, high performance Gradient Boosting on Decision Trees library, used for ranking, classification, regression and other machine learning tasks for Python, R, Java, C++. Supports computation on CPU and GPU.
lazograf/crepes
Conformal classifiers, regressors and predictive systems
lazograf/darts
A python library for easy manipulation and forecasting of time series.
lazograf/DescTools
Tools for Descriptive Statistics and Exploratory Data Analysis
lazograf/forecast
forecast package for R
lazograf/lassonet
Feature selection in neural networks
lazograf/lazograf.github.io
lazograf/MAPIE
A scikit-learn-compatible module for estimating prediction intervals.
lazograf/Merlion
Merlion: A Machine Learning Framework for Time Series Intelligence
lazograf/nixtla
Python SDK for TimeGPT
lazograf/shapr
Explaining the output of machine learning models with more accurately estimated Shapley values
lazograf/sktime
A unified framework for machine learning with time series
lazograf/gluonts
Probabilistic time series modeling in Python
lazograf/interpret
Fit interpretable models. Explain blackbox machine learning.
lazograf/keras
Deep Learning for humans
lazograf/LightGBM
A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.
lazograf/mlforecast
Scalable machine 🤖 learning for time series forecasting.
lazograf/neuralforecast
Scalable and user friendly neural :brain: forecasting algorithms.
lazograf/nodegam
Code for "NODE-GAM: Neural Generalized Additive Model for Interpretable Deep Learning"
lazograf/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
lazograf/PyPOTS
A python toolbox / library for data mining on partially-observed time series, supporting tasks of forecasting / imputation / classification / clustering on incomplete (irregularly-sampled) multivariate time series with missing values.
lazograf/Python
All Algorithms implemented in Python
lazograf/sage
For calculating global feature importance using Shapley values.
lazograf/shap
A game theoretic approach to explain the output of any machine learning model.
lazograf/statsforecast
Lightning ⚡️ fast forecasting with statistical and econometric models.
lazograf/tensorflow
An Open Source Machine Learning Framework for Everyone
lazograf/tf-keras
The TensorFlow-specific implementation of the Keras API, which was the default Keras from 2019 to 2023.
lazograf/Time-series-prediction
tfts: Time series deep learning models in TensorFlow
lazograf/xgboost
Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow
lazograf/yaglm
A python package for penalized generalized linear models that supports fitting and model selection for structured, adaptive and non-convex penalties.