Merge branch 'main' into max-iter-inner

.github/CODEOWNERS

@@ -1 +1 @@
-* @MarcAntoineSchmidtQC @xhochy @jtilly @lbittarello
+* @MarcAntoineSchmidtQC @jtilly @lbittarello

.github/dependabot.yml

@@ -1,8 +1,10 @@
 version: 2
 updates:
-  - package-ecosystem: "github-actions"
-    directory: "/"
+  - package-ecosystem: github-actions
+    directory: /
     schedule:
-      interval: "weekly"
-    reviewers:
-      - "quantco/ci"
+      interval: monthly
+    groups:
+      gh-actions:
+        patterns:
+          - "*"

.github/workflows/build_wheels.yml

@@ -17,7 +17,7 @@ jobs:
     steps:
       - uses: actions/checkout@v4
       - name: Build wheels
-        uses: pypa/cibuildwheel@v2.21.0
+        uses: pypa/cibuildwheel@v2.21.3
         env:
           CIBW_ARCHS_MACOS: x86_64 arm64
       - uses: actions/upload-artifact@v4
@@ -57,7 +57,7 @@ jobs:
         with:
           merge-multiple: true
           path: dist
-      - uses: pypa/gh-action-pypi-publish@v1.10.1
+      - uses: pypa/gh-action-pypi-publish@v1.11.0
         with:
           repository-url: https://test.pypi.org/legacy/
 
@@ -75,4 +75,4 @@ jobs:
         with:
           path: dist
           merge-multiple: true
-      - uses: pypa/gh-action-pypi-publish@v1.10.1
+      - uses: pypa/gh-action-pypi-publish@v1.11.0

.github/workflows/ci.yml

@@ -1,5 +1,15 @@
 name: CI
-on: [push]
+on:
+  # We would like to trigger for CI for any pull request action -
+  # both from QuantCo's branches as well as forks.
+  pull_request:
+  # In addition to pull requests, we want to run CI for pushes
+  # to the main branch and tags.
+  push:
+    branches:
+      - "main"
+    tags:
+      - "*"
 
 jobs:
   pre-commit-checks:
@@ -42,7 +52,7 @@ jobs:
         with:
           environments: ${{ matrix.environment }}
       - name: Install nightlies
-        if: matrix.NOTE == 'Nightly Builds'
+        if: matrix.environment == 'nightly'
         run: pixi run -e ${{ matrix.environment }} install-nightlies
       - name: Install repository
         run: pixi run -e ${{ matrix.environment }} postinstall

.github/workflows/conda-build.yml

@@ -34,9 +34,10 @@ jobs:
         run: git fetch --prune --unshallow
       - uses: mamba-org/setup-micromamba@f8b8a1e23a26f60a44c853292711bacfd3eac822
         with:
+          micromamba-version: 1.5.10-0
           init-shell: ${{ matrix.os == 'windows-latest' && 'cmd.exe' || 'bash' }}
           environment-name: build
-          create-args: boa
+          create-args: conda-build
       - name: Patch conda build configuration
         # use the latest macOS SDK when cross-compiling for arm64
         if: startsWith(matrix.conda_build_yml, 'osx_arm64')
@@ -50,13 +51,13 @@ jobs:
         if: matrix.os != 'windows-latest'
         shell: bash -el {0}
         run: >-
-          conda-mambabuild
+          conda-build
           -m ".ci_support/${{ matrix.CONDA_BUILD_YML }}.yaml"${{ matrix.conda-build-args }}
           conda.recipe
       - name: Build conda package (windows)
         if: matrix.os == 'windows-latest'
         shell: cmd /C CALL {0}
         run: >-
-          conda-mambabuild
+          conda-build
           -m ".ci_support/${{ matrix.conda_build_yml }}.yaml"${{ matrix.conda-build-args }}
           conda.recipe

.github/workflows/daily.yml

@@ -29,7 +29,7 @@ jobs:
         with:
           environments: ${{ matrix.environment }}
       - name: Install nightlies
-        if: matrix.NOTE == 'Nightly Builds'
+        if: matrix.environment == 'nightly'
         run: pixi run -e ${{ matrix.environment }} install-nightlies
       - name: Install repository
         run: pixi run -e ${{ matrix.environment }} postinstall

CHANGELOG.rst

@@ -10,9 +10,11 @@ Changelog
 3.1.0 - unreleased
 ------------------
 
-**New feature:**
+**New features:**
 
 - New argument ``max_inner_iter`` for classes :class:`~glum.GeneralizedLinearRegressor` and :class:`~glum.GeneralizedLinearRegressorCV` to control the maximum number of iterations of the inner solver in the IRLS-CD algorithm.
+- New fitted attributes ``col_means_`` and ``col_stds_`` for classes :class:`~glum.GeneralizedLinearRegressor` and :class:`~glum.GeneralizedLinearRegressorCV`.
+- :class:`~glum.GeneralizedLinearRegressor` now prints more informative logs when fitting with ``alpha_search=True`` and ``verbose=True``.
 
 **Bug fix:
 
@@ -114,6 +116,10 @@ Changelog
 2.5.1 - 2023-05-19
 ------------------
 
+**Other changes:**
+
+- Better error message when the number of input features is different between the fit and predict methods.
+
 **Bug fix:**
 
 - We fixed a bug in the computation of :meth:`~glum.distribution.NegativeBinomialDistribution.log_likelihood`. Previously, this method just returned ``None``.

README.md

@@ -1,6 +1,7 @@
 # glum
 
 [![CI](https://github.com/Quantco/glm_benchmarks/workflows/CI/badge.svg)](https://github.com/Quantco/glum/actions)
+[![Daily runs](https://github.com/Quantco/glum/actions/workflows/daily.yml/badge.svg)](https://github.com/Quantco/glum/actions/workflows/daily.yml)
 [![Docs](https://readthedocs.org/projects/pip/badge/?version=latest&style=flat)](https://glum.readthedocs.io/)
 [![Conda-forge](https://img.shields.io/conda/vn/conda-forge/glum?logoColor=white&logo=conda-forge)](https://anaconda.org/conda-forge/glum)
 [![PypiVersion](https://img.shields.io/pypi/v/glum.svg?logo=pypi&logoColor=white)](https://pypi.org/project/glum)