Alexander Fischer
Economist and Data Scientist. I spend most of my week working on online auctions at Trivago. In the evenings and weekend, I work on open source packages for regression modeling and inference in R and Python.
Session
04-25
14:55
30min
3 Ways to Speed up Your Regression Modeling in Python
Alexander Fischer
Linear Regression is the workhorse of statistics and data science. Some data scientists even go as far and argue that "linear regression is all you need".
In this talk, we will introduce three ways to run regression models faster by using smarter algorithms, implemented in the scikit-learn & fastreg (sparse solvers), pyfixest (Frisch-Waugh-Lovell), and duckreg (regression compression via duckdb) libraries.
PyData: Machine Learning & Deep Learning & Statistics
Titanium3