图 书 馆
一个协方差选择的顺向算法A Pathwise Algorithm for Covariance Selection |
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| 课程网址: | http://videolectures.net/nipsworkshops09_ahipasaoglu_pac/ |
| 主讲教师: | Selin Damla Ahipasaoglu |
| 开课单位: | 康奈尔大学 |
| 开课时间: | 2010-01-19 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Covariance selection seeks to estimate a covariance matrix by maximum likelihood while restricting the number of nonzero inverse covariance matrix coefficients. A single penalty parameter usually controls the tradeoff between log likelihood and sparsity in the inverse matrix. We describe an efficient algorithm for computing a full regularization path of solutions to this problem. |
| 关 键 词: | 协方差选择; 最大似然估计; 稀疏性 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-05-30：张荧(课程编辑志愿者) |
| 阅读次数: | 60 |