Initial Profiling Tools
Improvements to inverse_covariance
- New
RepeatedKFold
cross-validation class which generates multiple re-shuffled k-fold datasets. This technique is now used by default inQuicGraphLassoCV
. Read about the new options here: https://github.com/skggm/skggm/blob/0.2.0/inverse_covariance/quic_graph_lasso.py#L402-L410
Major update to the inverse_covariance.profiling
submodule
Includes new initial tools for profiling methods. Specifically:
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.Graph
: Base class and utilities to build common sparse graphs- Specific graph generator classes:
LatticeGraph
,ClusterGraph
, andErdosRenyiGraph
, - 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
.