gamfit: open-source Rust engine fits GAMs from a formula with REML-chosen smoothing
Sauers_ · x · 2026-10-05
Sauers open-sourced gam/gamfit, a Rust engine that fits generalized additive models from a formula, choosing all smoothing parameters via REML/LAML in one converged optimization and returning posterior-mean predictions with credible bands.
- Supports Gaussian, binomial (with calibrated risk-score and latent-cloglog variants), Poisson, negative-binomial, Gamma, Beta, Tweedie, multinomial and more
- One engine powers both the Python package gamfit (on PyPI) and the CLI tool gam
- Docs at gamfit.readthedocs.io
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