A game theoretic approach to explain the output of any machine learning model.

Tigramite is a python package for causal inference with a focus on time series data. The Tigramite documentation is at

Feature exploration for supervised learning

A python library for time-series smoothing and outlier detection in a vectorized way.

DeltaPy - Tabular Data Augmentation (by @firmai)

trend / momentum and other patterns in financial timeseries

PyImpetus is a Markov Blanket based feature subset selection algorithm that considers features both separately and together as a group in order to provide not just the best set of features but also…

Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bootstrap, as well as optimal block-length selection.

A systematic CPU/GPU performance study of lightgbm and xgboost classifiers for different data shapes and hardware setups.

My Jupyter Notebooks