Randomised search cross validation: private API
PortfolioOptimisers.make_p_grid — Function
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.
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