> What do people think? Should I:
>
>   1. change graph_lasso to take the empirical covariance as an input
>
>   2. add an 'X_is_cov' parameter to the estimators
+1 for the second one.
If we want to introduce some kind of automated guess of the 
regularization parameter, we'll have to know the dimension I believe ?

Bertrand
> Gael
>
> PS: As noted by Joseph: cov_init doesn't answer this usecase.
>
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