On Wed, Nov 09, 2011 at 09:10:46PM -0500, Alexandre Gramfort wrote: > to complexify a bit the pb note that in the SVM/Lasso/... case the > precomputed gram > is np.dot(X, X.T) which means that the cross-val can be done just with it > [...]
OK, how about that: I try to solve only the situation for covariance estimation, for people who have at hand the various empirical covariances that they want to use for estimation, and I leave the general problem for later :). Does that sound like a plan? G ------------------------------------------------------------------------------ RSA(R) Conference 2012 Save $700 by Nov 18 Register now http://p.sf.net/sfu/rsa-sfdev2dev1 _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
