High-performance dataframe-agnostic GLMs with glum

Описание: 🔊 Recorded at PyCon DE & PyData 2025, April 25, 2025
https://2025.pycon.de/program/JUQ9JJ/

🎓 This talk demonstrates how glum achieves high-performance GLM estimation through optimized matrix operations and framework-agnostic data processing.

Speakers:
Martin Stancsics

Description:
Martin Stancsics presents an overview of glum, an open-source package for high-performance generalized linear models (GLMs). The talk explores the theoretical foundations of GLMs, their practical applications in industries like insurance and banking, and the technical implementation details of making GLM estimation efficient. Stancsics demonstrates how glum and its companion library TabMat achieve superior performance through optimized matrix operations and intelligent handling of mixed sparsity data. A key focus is the recent development of making glum data frame-agnostic, allowing it to work seamlessly with different data frame implementations beyond pandas through the integration of the Narwhals library. The presentation includes practical examples showing significant performance improvements, particularly in handling categorical variables and sparse matrices. The speaker discusses the evolution of the project from its origins as a scikit-learn pull request to its current state as a production-ready, open-source tool. The talk concludes with insights into future developments, including potential integration with Apache Arrow for enhanced performance and broader data frame compatibility.

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Acknowledgements:
Special thanks to all the volunteers and sponsors who made this event possible.

About:
Python Softwareverband e.V.:
PySV is a non-profit that promotes the use and development of Python in Germany through events, education, and advocacy, fostering an open Python community.

NumFOCUS Inc.
supports open-source scientific computing by providing financial and logistical support to key projects like NumPy and Jupyter, promoting sustainable development and collaboration.

Pioneers Hub gemeinnützige GmbH:
is a non-profit fostering innovation in AI and tech by connecting experts and promoting knowledge exchange through events and collaborative initiatives.
www.pydata.org

PyData is an educational program of NumFOCUS, a 501(c)3 non-profit organization in the United States. PyData provides a forum for the international community of users and developers of data analysis tools to share ideas and learn from each other. The global PyData network promotes discussion of best practices, new approaches, and emerging technologies for data management, processing, analytics, and visualization. PyData communities approach data science using many languages, including (but not limited to) Python, Julia, and R.