Glum

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**Bug fix:**

- Fixed pyproject.toml. We now support installing through pip and pep517.

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**Breaking changes:**

- Renamed the package to ``glum``!! Hurray! Celebration.
- :class:`~glum.GeneralizedLinearRegressor` and :class:`~glum.GeneralizedLinearRegressorCV` lose the ``fit_dispersion`` parameter.
Please use the :meth:`dispersion` method of the appropriate family instance instead.
- All functions now use ``sample_weight`` as a keyword instead of ``weights``, in line with scikit-learn.
- All functions now use ``dispersion`` as a keyword instead of ``phi``.
- Several methods :class:`~glum.GeneralizedLinearRegressor` and :class:`~glum.GeneralizedLinearRegressorCV` that should have been private have had an underscore prefixed on their names: :meth:`tear_down_from_fit`, :meth:`_set_up_for_fit`, :meth:`_set_up_and_check_fit_args`, :meth:`_get_start_coef`, :meth:`_solve` and :meth:`_solve_regularization_path`.
- :meth:`glum.GeneralizedLinearRegressor.report_diagnostics` and :meth:`glum.GeneralizedLinearRegressor.get_formatted_diagnostics` are now public.

**New features:**

- P1 and P2 now accepts 1d array with the same number of elements as the unexpanded design matrix. In this case,
the penalty associated with a categorical feature will be expanded to as many elements as there are levels,
all with the same value.
- :class:`ExponentialDispersionModel` gains a :meth:`dispersion` method.
- :class:`BinomialDistribution` and :class:`TweedieDistribution` gain a :meth:`log_likelihood` method.
- The :meth:`fit` method of :class:`~glum.GeneralizedLinearRegressor` and :class:`~glum.GeneralizedLinearRegressorCV`
now saves the column types of pandas data frames.
- :class:`~glum.GeneralizedLinearRegressor` and :class:`~glum.GeneralizedLinearRegressorCV` gain two properties: ``family_instance`` and ``link_instance``.
- :meth:`~glum.GeneralizedLinearRegressor.std_errors` and :meth:`~glum.GeneralizedLinearRegressor.covariance_matrix` have been added and support non-robust, robust (HC-1), and clustered
covariance matrices.
- :class:`~glum.GeneralizedLinearRegressor` and :class:`~glum.GeneralizedLinearRegressorCV` now accept ``family='gaussian'`` as an alternative to ``family='normal'``.

**Bug fix:**

- The :meth:`score` method of :class:`~glum.GeneralizedLinearRegressor` and :class:`~glum.GeneralizedLinearRegressorCV` now accepts data frames.
- Upgraded the code to use tabmat 3.0.0.

**Other:**

- A major overhaul of the documentation. Everything is better!
- The methods of the link classes will now return scalars when given scalar inputs. Under certain circumstances, they'd return zero-dimensional arrays.
- There is a new benchmark available ``glm_benchmarks_run`` based on the Boston housing dataset. See `here <https://github.com/Quantco/glum/pull/376>`_.
- ``glm_benchmarks_analyze`` now includes ``offset`` in the index. See `here <https://github.com/Quantco/glum/issues/346>`_.
- ``glmnet_python`` was removed from the benchmarks suite.
- The innermost coordinate descent was optimized. This speeds up coordinate descent dominated problems like LASSO by about 1.5-2x. See `here <https://github.com/Quantco/glum/pull/424>`_.

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**Bug fix:**

* Have the :meth:`linear_predictor` and :meth:`predict` methods of :class:`~glum.GeneralizedLinearRegressor` and :class:`~glum.GeneralizedLinearRegressorCV`
honor the offset when ``alpha`` is ``None``.

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**New features:**

* The :meth:`linear_predictor` and :meth:`predict` methods of :class:`~glum.GeneralizedLinearRegressor` and :class:`~glum.GeneralizedLinearRegressorCV`
gain an ``alpha`` parameter (in complement to ``alpha_index``). Moreover, they are now able to predict for multiple penalties.

**Other:**

* Methods of :class:`~glum._link.Link` now consistently return NumPy arrays, whereas they used to preserve pandas series in special cases.
* Don't list ``sparse_dot_mkl`` as a runtime requirement from the conda recipe.
* The minimal ``numpy`` pin should be dependent on the ``numpy`` version in ``host`` and not fixed to ``1.16``.

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**Bug fix:**

- ``copy_X = False`` will now raise a value error when ``X`` has dtype ``int32`` or ``int64``. Previously, it would only raise for dtype ``int64``.

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**Tutorials and documentation improvements:**

- Adding tutorials to the documentation.
- Additional documentation improvements.

**Bug fix:**

- Verbose progress bar now working again.

**Other:**

- Small improvement in documentation for the ``alpha_index`` argument to :meth:`~glum.GeneralizedLinearRegressor.predict`.
- Pinned pre-commit hooks versions.