pycobra is a python library which implements the COBRA algorithm described in the paper by Biau, Fischer, Guedj and Malley , COBRA: A combined regression strategy, Journal of Multivariate Analysis.
The COBRA algorithm is a aggregation of predictors technique which can be used to solve regression problems. pycobra also offers various visualisation and diagnostic methods built on top of matplotlib which lets the user analyse and compare different regression machines with COBRA.
The notebooks directory showcases the usage of pycobra.
pip install pycobra to download and install from PyPI.
python setup.py install for default installation.
python setup.py test to run all tests.
- Python 2.7+, 3.4+
- numpy, scipy, scikit-learn, matplotlib