Grid search cross validation: private API

PortfolioOptimisers.lens_val_gridMethod
lens_val_grid(estval)

Build a grid of (lens, value) pairs from a parameter specification.

Converts the input vector of key => values pairs into a grid of Accessors.jl lens and value combinations for grid search cross-validation.

Arguments

  • estval: Vector of String => AbstractVector pairs mapping parameter key paths to their candidate values.

Validation

  • The candidate count must not exceed RESOURCE_LIMITS[].max_search_grid, asserted by assert_search_grid_cap before the product is materialised.

Returns

  • Grid of (lens, value) combinations.

Related

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