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@jasonlaska jasonlaska released this 28 Nov 01:34
· 211 commits to master since this release

Improvements to inverse_covariance

Major update to the inverse_covariance.profiling submodule

Includes new initial tools for profiling methods. Specifically:

  1. MonteCarloProfile: A workshop to measure the performance of an estimator on multivariate normal samples, given a graph generator (that generates covariance, precision, and adjacency matrices), and a set of metrics to compute in each trial.
  2. Graph: Base class and utilities to build common sparse graphs
  3. Specific graph generator classes: LatticeGraph, ClusterGraph, and ErdosRenyiGraph,
  4. Set of common metrics for profiling in inverse_covariance.profiling.metrics

An example usage can be found in examples/profiling_example.py or in inverse_covariance/profiling/tests.