E. Bacry, M. Bompaire, P. Deegan, S. Gaïffas and S. V. Poulsen
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++ implementation and state-of-the-art optimization algorithms to provide very fast computations in a single node multi-core setting. Source code and documentation can be downloaded from https://github.com/X-DataInitiative/tick.