Create SplitMatrix from polars data frame

Open jtilly opened this issue 2 years ago • 0 comments

Currently, we have a handy from_pandas constructor https://github.com/Quantco/tabmat/blob/52e85839dc8b12a1d94997343e4f8744a458fc6f/src/tabmat/constructor.py#L16-L156 that constructs a SplitMatrix from a pandas data frame.

It would great to also support polars (or arrow tables more generally given that it's easy to move from polars to arrow). This would open the door to having glum support polars data frames as input.

As a reference, @borchero just added arrow support to LightGBM: https://github.com/microsoft/LightGBM/pull/6034/

Nov 06 '23 14:11 jtilly