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Added Sparse Inverse Covariance example
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lisitsyn committed Jun 11, 2012
1 parent 90641c6 commit 7cd8964
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from tools.load import LoadMatrix

lm=LoadMatrix()
data = lm.load_numbers('../data/fm_train_real.dat')

parameter_list = [[data,0.0],[data,1.0]]

def mathematics_sparseinversecovariance_modular(data,lc):
from modshogun import SparseInverseCovariance
from numpy import dot

sic = SparseInverseCovariance()
S = dot(data,data.T)
Si = sic.estimate(S,lc)

return Si


if __name__=='__main__':
print('SparseInverseCovariance')
mathematics_sparseinversecovariance_modular(*parameter_list[0])


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