Generalized additive models in julia?


#1

Hi,

Is anyone using generalized additive models in julia?

I know I can link to pyGAM with PyCall or gam with RCall, but I find both packages don’t scale well. My current dataset is of the order 100million rows.

I’m willing to collaborate if somewhen has some code lying around or if someone could point me to some - preferably permissive - code to port to julia (pyGAM and R’s gam are both GPL).

Thanks!
Cheers
Ken