Lazaros Zografopoulos's repositories
MAPIE
A scikit-learn-compatible module for estimating prediction intervals.
crepes
Conformal classifiers, regressors and predictive systems
interpret
Fit interpretable models. Explain blackbox machine learning.
keras
Deep Learning for humans
tensorflow
An Open Source Machine Learning Framework for Everyone
tf-keras
The TensorFlow-specific implementation of the Keras API, which was the default Keras from 2019 to 2023.
DescTools
Tools for Descriptive Statistics and Exploratory Data Analysis
gluonts
Probabilistic time series modeling in Python
Time-series-prediction
tfts: Time series deep learning models in TensorFlow
mlforecast
Scalable machine 🤖 learning for time series forecasting.
nixtla
Python SDK for TimeGPT
statsforecast
Lightning ⚡️ fast forecasting with statistical and econometric models.
neuralforecast
Scalable and user friendly neural :brain: forecasting algorithms.
forecast
forecast package for R
shap
A game theoretic approach to explain the output of any machine learning model.
xgboost
Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow
catboost
A fast, scalable, high performance Gradient Boosting on Decision Trees library, used for ranking, classification, regression and other machine learning tasks for Python, R, Java, C++. Supports computation on CPU and GPU.
LightGBM
A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.
PyPOTS
A python toolbox / library for data mining on partially-observed time series, supporting tasks of forecasting / imputation / classification / clustering on incomplete (irregularly-sampled) multivariate time series with missing values.
nodegam
Code for "NODE-GAM: Neural Generalized Additive Model for Interpretable Deep Learning"
yaglm
A python package for penalized generalized linear models that supports fitting and model selection for structured, adaptive and non-convex penalties.
Python
All Algorithms implemented in Python
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Merlion
Merlion: A Machine Learning Framework for Time Series Intelligence
darts
A python library for easy manipulation and forecasting of time series.
sktime
A unified framework for machine learning with time series
sage
For calculating global feature importance using Shapley values.
lassonet
Feature selection in neural networks
shapr
Explaining the output of machine learning models with more accurately estimated Shapley values