Code

Tick

tick is a statistical learning library for Python 3, with a particular emphasis on time-dependent models, such as point processes, and tools for generalized linear models and survival analysis.

The core of the library is an optimization module providing model computational classes, solvers and proximal operators for regularization. tick relies on a C++11 implementation and state-of-the-art optimization algorithms to provide very fast computations in a single node multi-core setting.

If you want to know more about Tick, a detailed documentation is available here

• https://x-datainitiative.github.io/tick/

the code is here

• https://github.com/X-DataInitiative/tick

and the paper is

• tick: a Python library for statistical learning, with a particular emphasis on time-dependent modeling, E. Bacry, M. Bompaire, P. Deegan, S. Gaïffas and S. V. Poulsen, Journal of Machine Learning Research (2018)

Onelearn

This library proposes an implementation of the AMF algorithm for online random forests described in the paper

• AMF: Aggregated Mondrian Forests for Online Learning by J. Mourtada, S. Gaïffas and E. Scornet, 2020.

You can find the code here :

• https://github.com/onelearn/onelearn

and a documentation here :

• https://onelearn.readthedocs.io/en/latest/