mnarayan

Choosing 'cov' instead of 'corrcoef' seems to change the above results, to being less obnoxious for bic ``` QuicGraphLassoCV with: metric: log_likelihood len(cv_lams): 25 lam_scale_: 1.24662975874 lam_: 0.000758119189928 QuicGraphLassoEBIC with:...

There are two major differences now **1. We should highlight that we have a callable empirical covariance. scikit-learn does not support this.** **2. scikit-learn discourages use of random weights for...

More details on failed test ``` ImportError while importing test module '/home/user/skggm-dev/skggm/inverse_covariance/tests/model_average_test.py'. Hint: make sure your test modules/packages have valid Python names. Traceback: /usr/lib/python3.8/importlib/__init__.py:127: in import_module return _bootstrap._gcd_import(name[level:], package, level)...

This would wrap around both sklearn's linear model estimators (for Gaussian data) and pyglmnet for non-Gaussian data https://github.com/pavanramkumar/pyglmnet/tree/master/pyglmnet. Very usable for people working with binary and poisson observations.

Hi @haluk I believe we could add support for extending the QUIC solver to support GGL or the mixed l1/l1,p norm, if we added cython support for the functions found...

I won't be able to for 2 weeks. On Mon, Apr 15, 2024, 7:41 AM Stefan Appelhoff ***@***.***> wrote: > 👋 @a3sha2 @szorowi1 > @mnarayan , > would any of...

@raamana is this like a partial dependence type function, one covariate at a time? I would call it something like dependence on a covariate. The covariate could be a source...

## Review checklist for @mnarayan ### Conflict of interest - [x] As the reviewer I confirm that I have read the [JOSE conflict of interest policy](https://github.com/openjournals/joss/blob/jose/COI.md) and that there are...

Thanks for this contribution @r-trimbour, will take a look this week.