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This repository contains the work of Paul Martin and Samuel Diai for the Project 6.8 of the Course "Time Series Learning" of Laurent Oudre. | ||
On this project, we studied a novel approach to learn a structured Graph with Laplacian constraints. | ||
The work is adapted from the article "Structured Graph Learning via Laplacian Spectral | ||
Constraints" of Sandeep Kumar, Jiaxi Ying, Jose Vinicius de M. Cardoso and Daniel P. Palomar. | ||
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The repository contains : | ||
* The code of the Structured Graph Learning algorithm (SGL) | ||
* Some tests made on very simple datasets (two moons, circles and blops) - basic_experiments.py | ||
* An experiment on an animal dataset - animals..py | ||
* An experiment on a cancer genome dataset - cancer.py | ||
* A notebook where we do the above experiments and plot the results. | ||
* A notebook where we apply the SGL algorithm to timeseries data. It is directly adapted from the assignment n°6 of the course "Time Series Learning" by Charles Truong. | ||
* The final report of our project. |