depynd.markov_networks._stars()

depynd.markov_networks._stars(X, estimator, lamb, beta, ratio, rep_num, verbose=False, **kwargs)

Obtain the best regularization parameter using Stability Approach to Regularization Selection [liu2010stability].

Parameters:
  • X (array, shape (n_samples, n_features)) – Observations of variables.
  • estimator –
  • lamb –
  • beta –
  • ratio –
  • rep_num –
  • verbose –
Returns:

lambda_opt – Optimal regularization parameter.
Return type:

float

References

[liu2010stability]Liu, Han, Kathryn Roeder, and Larry Wasserman. “Stability approach to regularization selection (stars) for high dimensional graphical models.” Advances in neural information processing systems. 2010.