Login
Login

Welcome to our Knowledge Base

Graphical LASSO Algorithm

You are here:
< last topic

Graphical LASSO Algorithm

GLASSOFAST is the Graphical LASSO algorithm to solve the covariance selection problem.

References

  1. “Sustik, M.A. and Calderhead, B., “GLASSOFAST: An efficient GLASSO implementation,” UTCS Technical Report TR-12-29, November 6, 2012.”
  2. “O. Banerjee, L. E. Ghaoui and A. d’Aspremont, “Model Selection Through Sparse Maximum Likelihood Estimation for multivariate Gaussian or Binary Data,” Journal of Machine Learning Research, 9, pp. 485-516, March 2008.”
Was this article helpful?
0 out of 5 stars
5 Stars 0%
4 Stars 0%
3 Stars 0%
2 Stars 0%
1 Stars 0%
How can we improve this article?
Table of Contents

Leave a Reply

Your email address will not be published. Required fields are marked *