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One thing I always wondered is that when computing `PCA`, why is it no possible to specify how to estimate the covariance matrix via regularization methods in `sklearn.covariance`. An alternative woul…
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#### Description
`SelectFromModel` attributes have unnecessary backticks around them.
#### Steps/Code to Reproduce
see [the dev docs for SelectFromModel, specifically the attributes section](http…
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Sorry to bother you, I have one question which I don't know the answer.
First I would like to say it is great to see you apply Information Geometry to some real world problems and get amazing results,…
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Fitting the Gulf of Alaska trawl survey data (with two species) and wanting to fill in the years between triennial and biennial surveys. I am using a RhoConfig of c(2,2,2,2). Looking at the raw data …
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The QUIC algorithm estimates the inverse covariance using the sample covariance estimate $S$ as an input
$ That = max_{\Theta} logdet(Theta) - Trace(Theta_S) - \lambda_| \Theta |_1 $
As a result it …
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The estimate of the shrinkage in the Ledoit is pretty broken:
import numpy as np
from sklearn import covariance
np.random.seed(42)
signals = np.random.random(size=(75, 4))
print(covariance.ledoit_wo…
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somehow too large difference between computing the correlation matrix with and with standardization when using LedoitWolf. This is the snippet
``` Python
import numpy as np
from sklearn.covariance im…
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I'm trying to understand the definition of the catB impact code. In the basic version described [on the blog](http://www.win-vector.com/blog/2012/07/modeling-trick-impact-coding-of-categorical-variabl…
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After REP installation from here, I've met the following problem with TMVAClassifier fitting: I'm trying to train TMVAClassifier, and IOError raises after following strings:
" baseline = TMVAClassifi…
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Test with the latest 0.17dev
Follow the example [here](http://scikit-learn.org/dev/auto_examples/classification/plot_lda.html), but with different size of training data, in my case size of traindata…