Grid search cross validation: private API
PortfolioOptimisers.lens_val_grid — Method
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 ofString => AbstractVectorpairs mapping parameter key paths to their candidate values.
Validation
- The candidate count must not exceed
RESOURCE_LIMITS[].max_search_grid, asserted byassert_search_grid_capbefore the product is materialised.
Returns
- Grid of (lens, value) combinations.
Related