Hi all,
I have a high-dimensional feature set, where the features originate from
graphs. I was wondering if the use of GraphLasso applies and would be a
good idea in this case? And if it would be, can I then just apply it on the
feature vectors or do I need to input the originating graph structure
somehow as prior knowledge? If not, what would be good alternatives to do
model and feature selection?
Best and thanks in advance,
Mathias
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