Quantco / Quantco/glum

Save diagnostics for each model fit when fitting with `alpha_path`

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new feature on hold
Dominant language
Python
Stars
386
Forks
36
Avg merge
23h 24m
Merged PRs (30d)
2

Description

This issue has no description.

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

The issue body provides no file, test, or entry point. Start by locating the Python implementation of alpha_path and the model-fitting diagnostics it currently exposes. Done means defining and verifying how diagnostics are saved for each model fit along the alpha path.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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