Software
Open-source Python and R packages.
Most of my open-source work is machine learning and AI code, from forecasting and causal inference to heavy-tailed data. You can find all of it at github.com/gmgeorg.
Python
Install these from GitHub; packages with similar names on PyPI belong to other people.
- pyforeca: Forecastable Component Analysis.
- pypsps: Predictive State Propensity Subclassification, causal deep learning in Keras.
- torchlambertw: Lambert W x F distributions in PyTorch.
- pylambertw: scikit-learn interface to Gaussianize heavy-tailed, skewed data.
- pypress: Predictive State Smoothing (PRESS), non-parametric regression in Keras.