glm/README.markdown

Generalized Linear Models

glm
===

Responsive [generalized linear models](http://en.wikipedia.org/wiki/Generalized_linear_model) in pure Javascript. This tool is useful for responsive feedback when doing data cleansing or adjusting parameters that actually change the data.

The purpose of this library is to have one self contained generalized linear model library. Other javascript libraries can be used for to create additional models. See the execellent [brain](https://github.com/harthur/brain) library for neural networks and [classifier.js](https://github.com/harthur/classifier) library for Bayesian classifiers.

```javascript
var glm_model = glm.GLM(GLM.families.Gaussian());
var feature_vectors = [[1], [2]];
var target_values = [1, 2];
glm_model.fit(target_values, feature_vectors);
```

Applications
------------
 * Data visualizations
 * Interactive data cleansing tools (example: outlier removal)
 * Interactive feature manipulation or discretization
 * Fitting models with Node.js
 * Teaching & education with linear model examples

Future Plans
------------
We will soon have support for regularization and Probit regression. After this, we plan on optimizing the runtime performance of the system. It would be neat to have support for MAP or fully Bayesian GLMs, but we currently don't see any reason to work on this functionality.

API changes will probably be made to make GLM.js more in line with the other popular Javascript Machine Learning libraries.

Usage & Architecture
====================
There is one main function called GLM which expects a distribution to be passed in to it. The families can be found in the families attribute of this GLM function. For example: GLM.families.Gaussian() will initialize a gaussian distribution object.

This is essentially a port of a python GLM implementation that uses the iteratively reweighted least squares algorithm in the excellent [statsmodels](http://statsmodels.sourceforge.net/) library.

Usage in Node
---------------------
```
$ npm install node
$ node
> var glm = require('glm');
```

Usage in browser
-----------------
Just include 'glm.js' as a script in your HTML code.

Examples
--------
Run `python -m SimpleHTTPServer` in the root of this repo and navigate your browser to `http://localhost:8000/examples/`

Compiling
=========
To compile, first install the dependencies with npm and then run make. To test, run `make test`.