Would there be any interest in a Covariance module?
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- Dominant language
- Rust
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Description
Similar to the scikit-learn module. I'm primarily interested in implementing the Graphical Lasso, but empirical and shrinkage covariance estimators as well.
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reviewing the linked scikit-learn covariance module and the Linfa project's conventions for machine-learning modules. Clarify whether the scope includes Graphical Lasso, empirical covariance, shrinkage estimators, or all three. Done should mean an agreed module scope and corresponding implementations, but this issue does not name files or tests.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- rust, scikit-learn
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100