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cvxgrp / GGS

Greedy Gaussian Segmentation
BSD 2-Clause "Simplified" License
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Large Lambda #4

Open saebragani opened 3 years ago

saebragani commented 3 years ago

Hi, great work. When only extremely large lambda's (1e4) work well on a dataset, is there an explicit explanation why?

kailiangshang commented 8 months ago

Hello, I am also using this algorithm. A large lambda seems to mean that certain features of the data set are highly correlated, or the data itself has a large gap in multiples.