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huge_select

Usage

huge_select(
    est,
    criterion=None,
    ebic_gamma=0.5,
    stars_thresh=0.1,
    stars_subsample_ratio=None,
    rep_num=20,
    n_jobs=1,
    verbose=True,
    backend="native",
) -> HugeSelectResult

Description

Native model selection for an estimated graph path.

Key arguments

  • est: HugeResult
  • criterion: "ric", "stars", or "ebic". With None, the default is RIC for MB/TIGER, StARS for CT, and EBIC for graphical lasso. TIGER supports "ric" but rejects "stars" until subsample fits expose a common certified prefix. StARS requires est.lambda_path to be non-increasing; tied values are allowed
  • ebic_gamma: finite numeric EBIC tuning parameter
  • stars_thresh: threshold in (0, 1]
  • stars_subsample_ratio: optional subsample ratio
  • rep_num: repetition count for stochastic criteria
  • n_jobs: thread count for fitting stars subsamplings in parallel (results identical to serial; mirrors R's num.cores). Each native fit may also start OpenMP or BLAS threads, so use n_jobs=1 when a bounded thread budget matters
  • backend: currently only "native"

Returns

HugeSelectResult with opt_lambda, opt_sparsity, refit, and optional fields (opt_icov, opt_cov, variability, ebic_score).

Notes

  • criterion="ebic" requires a glasso fit.
  • criterion="stars" is unavailable for a TIGER fit; use "ric".
  • StARS rejects increasing or unordered lambda paths before subsampling.
  • Criterion-specific arguments are ignored when their criterion is inactive.
  • opt_index is 1-based for compatibility with prior wrapper behavior.