Skip to content

PricingFrontier/atelier

Repository files navigation

Atelier

Browser-based GLM workbench for actuarial pricing

Build, fit, diagnose, and iterate on Generalized Linear Models - without leaving your browser.

Python 3.13+ License: EPL-2.0 Powered by rustystats

Atelier Screenshot


Why Atelier?

Traditional actuarial pricing tools like Emblem are expensive, opaque, and tied to legacy platforms. Atelier is a modern, open-source alternative that wraps rustystats - a high-performance Rust-backed GLM engine - in a clean, interactive UI. It runs locally, stores everything on your machine, and follows the same explore-build-fit-iterate workflow actuaries already know.

Installation

uv add atel
# or
pip install atel

Installs everything - backend, frontend, engine. No separate build steps.

Quick start

atel                  # starts server, opens browser
atel --port 9000      # custom port
atel --no-browser     # start server only

The atelier command works too - atel is just shorter.


How it works

Workflow

Atelier follows the standard actuarial modelling workflow:

  1. Upload - drag-and-drop a CSV or Parquet file, column types are auto-detected
  2. Configure - select the response variable, GLM family, link function, offset, weights, and train/test split
  3. Explore - pre-fit analysis runs automatically: response distribution, score tests ranking every candidate factor by expected deviance contribution, and a null (intercept-only) baseline model
  4. Build - add terms from the factor sidebar: right-click any factor to choose categorical, linear, spline, target encoding, or other term types
  5. Fit - hit fit, review the results: coefficient table, A/E charts, lift, calibration, VIF, and model diagnostics
  6. Iterate - modify terms and re-fit. Every fit is auto-versioned so you can compare metrics across iterations and restore any previous version

Architecture

┌─────────────────────────────────────────────┐
│  Browser (React 19 + Tailwind + shadcn/ui)  │
└──────────────────┬──────────────────────────┘
                   │ HTTP/JSON
┌──────────────────▼──────────────────────────┐
│  FastAPI backend                             │
│  ├── /api/datasets   upload, validate        │
│  ├── /api/explore    EDA + null model        │
│  ├── /api/fit        GLM fitting             │
│  ├── /api/models     save, history, restore  │
│  └── /api/projects   project CRUD            │
├──────────────────────────────────────────────┤
│  rustystats          Rust GLM engine         │
├──────────────────────────────────────────────┤
│  SQLite (async)      projects, models, specs │
└──────────────────────────────────────────────┘

All data stays local at ~/.atelier/ - the database, uploaded datasets, and serialized models.


Features

Model building

  • 8 GLM families - Gaussian, Poisson, Binomial, Gamma, Tweedie, Quasi-Poisson, Quasi-Binomial, Negative Binomial
  • Rich term types - categorical, linear, B-splines, natural splines, target encoding, frequency encoding, expressions
  • Monotonic constraints - enforce increasing/decreasing effects on splines and linear terms
  • Interactions - standard product terms, target-encoded interactions, frequency-encoded interactions
  • Regularization - Ridge, Lasso, Elastic Net with cross-validated alpha selection
  • Train/test split - holdout validation with stratified splitting

Diagnostics

  • Factor-level A/E - actual vs expected charts for every factor, fitted or not
  • Score tests - chi-squared significance for candidate factors before fitting
  • Lift charts - Gini, AUC, KS statistics with decile breakdown
  • Calibration - Hosmer-Lemeshow test, decile calibration with confidence intervals
  • Residual analysis - deviance, Pearson, and working residuals
  • VIF & multicollinearity - variance inflation factors with severity coloring
  • Model comparison - side-by-side train/test metrics against a base model

Data exploration

  • Pre-fit analysis - response distribution, zero inflation, overdispersion detection
  • Correlation matrix - numeric correlations and Cramer's V for categoricals
  • Interaction detection - greedy residual-based search for potential interactions

Version control

  • Auto-versioning - every fit is saved as a new version with full spec, coefficients, and diagnostics
  • Change tracking - history panel shows terms added, removed, or modified between versions
  • Restore - click any version to restore its terms and results, then continue iterating

License

Eclipse Public License 2.0

About

No description, website, or topics provided.

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

 
 
 

Contributors