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midas_rs Python bindings

Python bindings to the Rust port of https://github.com/bhatiasiddharth/MIDAS

Requires

  • cargo (part of the Rust toolchain)—install via
    curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
    (Or visit rustup.sh for more detailed installation instructions.)
  • make
  • python3

Requirements note: Building has only been tested on Linux (Ubuntu 18.04) and recent versions of macOS.

To build+test from this directory, run

make

For example code, see test.py

Note: These bindings currently only expose the MidasR variant of the original implementation (which is the variant that includes time-based decay logic).

For information on the algorithm or interpreting the output, see the link to the original as well as the corresponding paper.