Linear Model Classes¶

Direct model access outside of Polars expressions.

Common Interface¶

All linear model classes share this interface:

from polars_statistics import OLS, Ridge, ElasticNet, WLS, RLS, BLS, Quantile, Isotonic

# Fit
model = OLS(with_intercept=True, compute_inference=True)
model.fit(X, y)  # X: 2D numpy array, y: 1D numpy array

# Properties
model.coefficients      # np.ndarray
model.intercept         # float or None
model.r_squared         # float
model.adj_r_squared     # float
model.std_errors        # np.ndarray (if compute_inference=True)
model.p_values          # np.ndarray (if compute_inference=True)
model.aic               # float
model.bic               # float

# Predict
predictions = model.predict(X_new)

OLS¶

Ordinary Least Squares.

from polars_statistics import OLS

model = OLS(
    with_intercept: bool = True,
    compute_inference: bool = True,
)
model.fit(X, y)

Ridge¶

Ridge regression (L2 regularization).

from polars_statistics import Ridge

model = Ridge(
    lambda_: float = 1.0,
    with_intercept: bool = True,
    compute_inference: bool = True,
)
model.fit(X, y)

ElasticNet¶

Elastic Net regression (L1 + L2 regularization).

from polars_statistics import ElasticNet

model = ElasticNet(
    lambda_: float = 1.0,
    alpha: float = 0.5,  # L1 ratio (0 = Ridge, 1 = Lasso)
    with_intercept: bool = True,
    compute_inference: bool = True,
)
model.fit(X, y)

WLS¶

Weighted Least Squares.

from polars_statistics import WLS

model = WLS(
    with_intercept: bool = True,
    compute_inference: bool = True,
)
model.fit(X, y, weights)  # weights: 1D numpy array

RLS¶

Recursive Least Squares (online learning).

from polars_statistics import RLS

model = RLS(
    forgetting_factor: float = 0.99,
    with_intercept: bool = True,
)
model.fit(X, y)

BLS¶

Bounded Least Squares.

from polars_statistics import BLS

model = BLS(
    lower_bound: float | None = None,
    upper_bound: float | None = None,
    with_intercept: bool = True,
)
model.fit(X, y)

Quantile¶

Quantile regression.

from polars_statistics import Quantile

model = Quantile(
    tau: float = 0.5,  # Quantile to estimate
    with_intercept: bool = True,
)
model.fit(X, y)

# Additional properties
model.tau              # float
model.pseudo_r_squared # float
model.check_loss       # float

Isotonic¶

Isotonic (monotonic) regression.

from polars_statistics import Isotonic

model = Isotonic(
    increasing: bool = True,
)
model.fit(x, y)  # x, y: 1D numpy arrays

# Properties
model.r_squared        # float
model.fitted_values    # np.ndarray

Class Summary¶

Class	Parameters
`OLS`	`with_intercept`, `compute_inference`
`Ridge`	`lambda_`, `with_intercept`, `compute_inference`
`ElasticNet`	`lambda_`, `alpha`, `with_intercept`, `compute_inference`
`WLS`	`with_intercept`, `compute_inference`
`RLS`	`forgetting_factor`, `with_intercept`
`BLS`	`lower_bound`, `upper_bound`, `with_intercept`
`Quantile`	`tau`, `with_intercept`
`Isotonic`	`increasing`