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[Convex mean] try graphical_lasso #151

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gcattan opened this issue Jun 8, 2023 · 2 comments
Closed

[Convex mean] try graphical_lasso #151

gcattan opened this issue Jun 8, 2023 · 2 comments

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@gcattan
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gcattan commented Jun 8, 2023

Learning from POC: #132

We can try to replace Shrinkage by GraphicalLasso for regularization of the empirical covariance (inside mean.py)
https://scikit-learn.org/stable/modules/generated/sklearn.covariance.graphical_lasso.html#sklearn.covariance.graphical_lasso

@gcattan
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gcattan commented Jun 8, 2023

Note, the main issue is that when using convex mean in association with a log-defined metric for distance, the logarithm of the matrices contains sometimes NaN values.

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gcattan commented Dec 16, 2023

Investigated within #130.
Graphical_lasso does not provide good results.

@gcattan gcattan closed this as completed Dec 16, 2023
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