2012/2/20 David Warde-Farley <[email protected]>: > On 2012-02-20, at 3:46 AM, Olivier Grisel wrote: > >> How high dimensional is this? GraphLasso works on the empirical >> covariance matrix which is implemented as an 2D numpy array with shape >> (n_features, n_features). It won't fit in memory for n_features > >> 10000 and it might be intractably too long to converge much before >> that (I haven't tried so I cannot say). > > 10000 * 10000 doubles is less than a gigabyte. Is there some other source of > memory consumption? Most computers nowadays could handle that.
I mean this is the limit in terms of orders magnitude. The quadratic progression of the covariance matrix size makes intractable beyond that limit. -- Olivier http://twitter.com/ogrisel - http://github.com/ogrisel ------------------------------------------------------------------------------ Try before you buy = See our experts in action! The most comprehensive online learning library for Microsoft developers is just $99.99! Visual Studio, SharePoint, SQL - plus HTML5, CSS3, MVC3, Metro Style Apps, more. Free future releases when you subscribe now! http://p.sf.net/sfu/learndevnow-dev2 _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
