Randomised search cross validation: private API

PortfolioOptimisers.make_p_gridFunction
make_p_grid(p, n_iter, rng, ...)

Build a randomised parameter grid from a specification.

Samples n_iter random parameter combinations from the provided distributions or ranges, for use in randomised search cross-validation.

Arguments

  • p: Parameter specification (pair, vector of pairs, or dictionary).
  • n_iter: Number of random parameter combinations to sample.
  • rng: Random number generator.
  • Additional arguments.

Returns

  • Vector of sampled parameter combinations.

Related

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