I know that R has gam and mgcv libraries for generalized additive models. But I am having difficulty finding their counterparts in the Python ecosystem (statsmodels only has prototype in the sandbox). Is anyone aware of existing python libraries? Who knows this might be a good project to develop/contribute to scikit-learn if not.
I've written a Python implementation of GAMs using penalized B-splines.
check it out here: https://github.com/dswah/pyGAM
I've included lots of link functions, distributions and features.