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skein 1.0
skein 1.0

Getting started

  • Installation
  • Quick start

Tutorials

  • Tutorials
  • 1. Your first fit
  • 2. Picking λ
  • 3. Logistic and Cox
  • 4. Group penalties
  • 5. Sparse and standardize
  • 6. Counts and rates
  • 7. Stability selection
  • 8. Adaptive estimators
  • 9. Multinomial and multi-task
  • 10. Graphical lasso end-to-end
  • 11. Joint networks across populations

Concepts

  • Concepts
  • Penalties
  • Datafits
  • Weights
  • Backends
  • Multi-task / multi-response
  • Multinomial / softmax classification
  • Graphical models
  • Edge-level inference for graphical models
  • Polychoric and polyserial correlations
  • Inference on penalized fits

Porting from R

  • Porting from glmnet
  • Porting from ncvreg
  • Porting from grpreg

Extending

  • Extending: custom penalties
  • Extending: custom datafits
  • Extending: custom design-matrix backends
  • Stable Rust API contract

Examples

  • Worked example: genomics — sparse-group MCP on SNP data
  • Worked example: NLP — sparse logistic regression on a bag-of-words classifier
  • Worked example: survival — Cox PH with sparse-group MCP
  • Psychometrics: a symptom network from Likert data

API reference

  • API reference
  • LS estimators (Gaussian)
  • Multi-task LS estimators
  • Adaptive estimators
  • Logistic estimators (binomial)
  • Multinomial classifiers
  • Poisson estimators
  • Cox PH estimators
  • Graphical estimators
  • Cross-validation
  • Information-criterion selection
  • Stability selection
  • Graph model selection
  • Graphical edge stability
  • Debiased / desparsified lasso
  • Design-matrix helpers
  • Extension ABCs

Benchmarks

  • Benchmarks
  • Speed — headline benchmarks
  • Lasso / Gaussian-LS — cross-package correctness
  • MCP / Gaussian-LS — cross-package benchmark
  • SCAD / Gaussian-LS — cross-package benchmark
  • At-scale benchmarks (H1)

Performance

  • M10.1 — Profile of medium lasso/LS path
  • What celer & skglm do that skein doesn’t
  • M13.4 — Profile + Phase 2.3 fix for ls_group_mcp LLA overhead

Project

  • skein Roadmap (post-v1.0)
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