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Update example.py
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notthatanonymous authored Oct 24, 2023
1 parent 82c28c4 commit 738fa32
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions example.py
Original file line number Diff line number Diff line change
Expand Up @@ -29,15 +29,15 @@


mdl = LatentTimeGraphicalLasso(
assume_centered=0, verbose=1, rtol=1e-5, tol=1e-5, max_iter=250,
assume_centered=0, verbose=0, rtol=1e-5, tol=1e-5, max_iter=250,
rho=1. / np.sqrt(X.shape[0]))


# tau=[1, 3], alpha=[.45, 1], beta=[20, 50], eta=[5, 10]

param_grid = dict(tau=[3], alpha=[.45, 1], beta=[20, 50], eta=[10])
cv = StratifiedShuffleSplit(2, test_size=0.2)
ltgl = GridSearchCV(mdl, param_grid, cv=cv, verbose=2)
ltgl = GridSearchCV(mdl, param_grid, cv=cv, verbose=1)
ltgl.fit(X, y)


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