2011/11/9 Alexandre Gramfort <[email protected]>:
> 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
> while for the covariance estimation, like GraphLassoCV, the empirical
> covariance is np.dot(X.T, X) hence the fit needs X as input.
>
> so it seems to me we have 3 cases:
>
> - kernel / similarity, shape (n_samples, n_features)
> - distance, shape (n_samples, n_features)
> - cov, shape (n_features, n_features)

I would rather say:

- data / design matrix, shape (n_samples, n_features)
- kernel / Gram / similarity / affinity / connectivity, shape
(n_samples, n_samples)
- distance, shape (n_samples, n_samples) (same shape as kernel but
opposite semantics)
- covariance, shape (n_features, n_features)
- precision, shape (n_features, n_features) (same shape as covariance
but inverse semantics)

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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