Quantco/glum

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High performance Python GLMs with all the features!

Stars: 386
Forks: 36
Open beginner issues: 0
Indexed issues: 29
Avg merge: 23h 24m
Merged PRs (30d): 2

Dominant language: Python
License: BSD-3-Clause
Last GitHub push: Sep 2, 2026
Latest indexed: Sep 19, 2026
Contributing guide: Contributing guide
Code of conduct: No code of conduct
Beginner labels: good first issue

Beginner friendly Everything

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29 open issues indexed

`glum` support for `maketables` Open

Difficulty 4/5 3-5 days Newbie friendliness 25/100

Quantco/glum#958 · 2 comments · Opened Nov 23, 2025
Adding Group Lasso Penalization Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

Quantco/glum#925 · 1 reaction · Opened Apr 9, 2025
BUG: Formula with categoricals results in singular matrix Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

Quantco/glum#920 · 1 comment · Opened Mar 23, 2025
Allow setting `max_inner_iter` passed to `enet_coordinate_descent_gram` Open

Difficulty 4/5 3-5 days Newbie friendliness 38/100

Quantco/glum#850 · Opened Sep 26, 2024
Support for linux arm64? `<jemalloc>: Unsupported system page size` and `Segmentation fault` Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

Quantco/glum#839 · 9 comments · 1 reaction · Opened Sep 12, 2024
glum with ray Open

Difficulty 4/5 3-5 days Newbie friendliness 30/100

Quantco/glum#806 · 3 comments · Opened Jun 12, 2024
Way to generate confidence interval for predictions? Open

new feature

Difficulty 5/5 Over a week Newbie friendliness 25/100

Quantco/glum#756 · 6 comments · Opened Jan 30, 2024
GLM tests of scikit-learn Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

Quantco/glum#723 · 3 comments · Opened Oct 31, 2023
glum LASSO fit not finishing when same problem fits within 1 second in glmnet Open

Difficulty 5/5 Over a week Newbie friendliness 35/100

Quantco/glum#709 · 4 comments · Opened Oct 11, 2023
Support multiple targets (multidimensional) `y` Open

Difficulty 4/5 3-5 days Newbie friendliness 45/100

Quantco/glum#649 · Opened Jun 1, 2023
Implement distributional anchor regression in glum Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

Quantco/glum#573 · 4 reactions · Opened Sep 28, 2022
Support for quasibinomial, quasipoisson, negative binomial, multinomial & Dirichlet multinomial families? Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

Quantco/glum#569 · 3 comments · 3 reactions · Opened Sep 16, 2022
Request for a force_finite flag for score function Open

new feature

Difficulty 3/5 1-2 days Newbie friendliness 35/100

Quantco/glum#564 · 1 comment · Opened Jul 13, 2022
Comment in enet_coordinate_descent_gram Open

Difficulty 1/5 Under an hour Newbie friendliness 55/100

Quantco/glum#524 · Opened Feb 20, 2022
Negative weights Open

Difficulty 4/5 3-5 days Newbie friendliness 25/100

Quantco/glum#503 · 1 comment · Opened Dec 30, 2021
Implement a solver backend for when K >> N Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

Quantco/glum#490 · 1 reaction · Opened Nov 25, 2021
When fitting a lasso, is normalization performed even if fit_intercept=False? Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

Quantco/glum#488 · Opened Nov 23, 2021
MemoryError when fitting on sparse X as apparently a Hessian matrix is being instantied ? Open

Difficulty 4/5 3-5 days Newbie friendliness 38/100

Quantco/glum#485 · 3 comments · Opened Nov 19, 2021
Speed up first iteration with sketching Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

Quantco/glum#483 · Opened Nov 16, 2021
Add a comparison with GAM tools to the docs? Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

Quantco/glum#471 · 3 comments · Opened Oct 14, 2021
Tiny mismatch in CD and IRLS convergence criteria Open

Difficulty 3/5 1-2 days Newbie friendliness 25/100

Quantco/glum#423 · Opened Sep 27, 2021
Sparse penalties are cast to dense when expanded for categorical features Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

Quantco/glum#412 · Opened Sep 24, 2021
Intercept-only GLMs Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

Quantco/glum#380 · 2 comments · Opened Jun 13, 2021
Clarify which problems are or may be non-convex, and which solvers work. Raise warnings or recommendations? Open

code quality on hold question

Difficulty 5/5 Over a week Newbie friendliness 25/100

Quantco/glum#345 · Opened Feb 10, 2021
Save diagnostics for each model fit when fitting with `alpha_path` Open

new feature on hold

Difficulty 5/5 Over a week Newbie friendliness 25/100

Quantco/glum#334 · 1 reaction · Opened Jan 15, 2021
Unify terminology: Sometimes it's a "family" and sometimes it's a "distribution" Open

code quality good first issue

Difficulty 3/5 1-2 days Newbie friendliness 20/100

Quantco/glum#301 · 3 comments · Opened Aug 7, 2020
Improve documentation for calculations with Jørgensen (1992) book Open

code quality on hold

Quantco/glum#224 · 2 comments · 1 assignee · Opened Jun 23, 2020
[Minor] Implement active set tracking in the inner coordinate descent loop Open

on hold

Difficulty 5/5 Over a week Newbie friendliness 25/100

Quantco/glum#211 · 1 comment · Opened Jun 17, 2020
[Medium] Fast solvers for situations with many columns. Open

on hold performance

Difficulty 5/5 Over a week Newbie friendliness 25/100

Quantco/glum#133 · 7 comments · Opened May 20, 2020

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