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Add high-level estimator APIs and benchmarking tooling#28

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soodoku merged 1 commit intomainfrom
codex/implement-scikit-learn-like-api-and-benchmarks
Sep 22, 2025
Merged

Add high-level estimator APIs and benchmarking tooling#28
soodoku merged 1 commit intomainfrom
codex/implement-scikit-learn-like-api-and-benchmarks

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@soodoku soodoku commented Sep 22, 2025

Summary

  • add an sklearn-style ALSGLS estimator and statsmodels-style system wrapper that expose fit/predict/score interfaces
  • document defaults, update quickstart/README, and ship a benchmark script contrasting ALS-GLS with statsmodels and linearmodels SUR solvers
  • extend the test suite with identity checks (determinant lemma, rotation invariance) and coverage for the new APIs

Testing

  • pytest

https://chatgpt.com/codex/tasks/task_e_68d0d35108b4832fa899ca83d6354b95

@soodoku soodoku merged commit dff6484 into main Sep 22, 2025
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@soodoku soodoku deleted the codex/implement-scikit-learn-like-api-and-benchmarks branch September 22, 2025 04:50
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