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hub / github.com/Open-Quant/openquant / grid_search

Function grid_search

crates/openquant/src/hyperparameter_tuning.rs:234–248  ·  view source on GitHub ↗
(
    build_classifier: F,
    param_grid: &BTreeMap<String, Vec<HyperParamValue>>,
    data: SearchData<'_>,
    n_splits: usize,
    pct_embargo: f64,
    scoring: SearchScoring,
)

Source from the content-addressed store, hash-verified

232}
233
234pub fn grid_search<C, F>(
235 build_classifier: F,
236 param_grid: &BTreeMap<String, Vec<HyperParamValue>>,
237 data: SearchData<'_>,
238 n_splits: usize,
239 pct_embargo: f64,
240 scoring: SearchScoring,
241) -> Result<SearchResult, String>
242where
243 C: SimpleClassifier,
244 F: Fn(&ParamSet) -> C,
245{
246 let params = expand_param_grid(param_grid)?;
247 search_over_params(build_classifier, params, data, n_splits, pct_embargo, scoring)
248}
249
250pub fn randomized_search<C, F>(
251 build_classifier: F,

Calls 2

expand_param_gridFunction · 0.85
search_over_paramsFunction · 0.85