some changes in default behaviour of glasso_problem
by default no rescaling
no default reg_params: have to be set manually, otherwise run into error.
store_all option in .model_selection(). This allows to access the solutions over the whole grid (for SGL) or access the estimator with uniformly picked lambda1 (for MGL)
glasso_problem
reg_params
: have to be set manually, otherwise run into error.store_all
option in.model_selection()
. This allows to access the solutions over the whole grid (forSGL
) or access the estimator with uniformly picked lambda1 (forMGL
)