Dbglm

Fast generalised linear models by sampling and one-step polishing

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Install / Use

/learn @tslumley/Dbglm

About this skill

Quality Score

0/100

README

This package fits generalised linear models to moderately large data sets stored in a relational database. The code has implementations for MonetDB and SQLite, but should be easy to adapt to any other database that has EXP and RAND.

The code takes a subsample of the data, fits the model in memory, then improves the estimate with one step of Fisher scoring computed with a single SQL aggregation query.

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