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.
- Changes to previous version:
Initial Announcement on mloss.org.
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