Python Package by C Tran, P Cisneros-Velarde, A Petersen and S-Y Oh
This repository provides a Python package for Robust Selection algorithm
for estimation of the graphical lasso regularization parameter.
P Cisneros-Velarde, A Petersen and S-Y Oh (2020). Distributionally Robust Formulation and Model Selection for the Graphical Lasso. Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics. [PMLR][Papers with Code]
Dependencies
The code contained in this repository was tested on the following configuration of Python:
