Quantco / Quantco/glum

Implement a solver backend for when K >> N

Open
#490 0 comments 1 reaction 0 assignees View on GitHub

Nobody has claimed this yet.

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

Description

I'm not sure if there's interest for this, but see the tweet and follow up here: https://twitter.com/mathusmassias/status/1463442830513352706

@mathurinm -- thanks for your benchmarking!

As far as what this should look like, I think coordinating with @mathurinm and looking at celer would be a good place to start. It also looks like he has a request out for someone to build a fast and flexible GLM tool for this situation.

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

Start by reviewing the linked tweet, the celer project, and the fast and flexible GLM tool request referenced in the issue. The issue names no files, tests, or entry point, so the solver's scope and completion criteria would need to be established with the maintainers before implementation.

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
20/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.