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Graphical Lasso is a method for sparse inverse covariance estimation.
Graph Lasso is a method for sparse regression where the features lie on a graph.
- ICML Paper
- Not in sklearn.
These are different methods. Sklearn implements Graphical Lasso but not Graph Lasso, however I believe it wrongly calls Graphical Lasso GraphLasso, which causes some ambiguity. After a very quick search, it seems like the abiguity starts with this library (might be incorrect about this).
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