Turn glmnet_python into a conda package

[quantco]

Turn glmnet_python into a conda package

[jtilly]

Actually, before you do anything here, we should discuss with @tbenthompson and @ElizabethSantorellaQC which repo to use. Ben was using https://github.com/johnlees/glmnet_python, which seems to have more bugs and more bug fixes 😉

[xhochy]

For conda-forge it would be good if the source was uploaded as a release on pypi.

[tbenthompson]

I think this task would be a waste since we're unlikely to end up using this package in the end. So, we shouldn't be investing time into making it "nice". The pip install works fine.

But, yes, I am using a fork that Liz suggested as better than the main repo. I'm going to add a specific commit hash to the pip-requirements.txt file so that we don't accidentally grab a newer version where the guy has introduced more bugs.

[jtilly]

I think this task would be a waste since we're unlikely to end up using this package in the end. So, we shouldn't be investing time into making it "nice". The pip install works fine.

We're usually working in an environment, where we have no internet access and the only way to install packages is a conda(-forge) mirror. When there's an up-to-date pypi version, creating a conda package is (often) a matter of minutes. Without it, it's probably not worth the effort 😉

[tbenthompson]

Ah. I wasn't aware. Thanks for the info! Will we need to be working in the restricted environment on these benchmarks? If the only thing running in the restricted environment will be final production code after we decide on a library and make necessary modifications, then we're unlikely to be running glmnet_python in that environment and we're safe skipping it for now.

[ElizabethSantorellaQC]

This is also relevant for pyglmnet.

[jtilly]

No need for this right now.