THE FINTECH BUILDER · SYNTHETIC LEARNING LAB

Graphical-Lasso Covariance

Vary penalty independently from sample count and inspect precision edges.

8e-06
1

Keyboard: Tab to a control; native arrow keys change sliders. Alt + Right steps, Alt + Left goes back. Reduced-motion Play advances one state only.

  1. 1. Center observations into ML C
  2. 2. Solve block lasso with fixed diagonal
  3. 3. Check SPD, KKT residual and dual gap
  4. 4. Invert to precision; interpret conditional edges

Calculated history

Calculated stateValues from the current input prefix, not a decorative trace.
● Selected experiment┄ Canonical parameters / same cutoff

Result and diagnostics

min_(Theta positive definite) tr(C Theta)-log det(Theta)+alpha sum_(i!=j)|Theta_ij|

Calculation trace

Exact current output (JSON)


Input audit
Only the shown information prefix is supplied to the calculation. Synthetic fixture; no live market data or fitted performance claim.
Exact input supplied to the reference engine