Objectives

systematica.tuners.optuna_.objectives

ObjectiveFullHistory

ObjectiveFullHistory(
    validate_model: bool = True,
    debug: bool = True,
)

Objective for full history evaluation.

Method generated by attrs for class ObjectiveFullHistory.

Ancestors

• systematica.tuners.base.BaseOptunaObjective
• abc.ABC

Methods

compute

compute(
    self,
    model,
    search: dict,
    **feature,
) ‑> int | float | Tuple[int | float, ...]

Compute the objective value.

Parameters:

Name	Type	Default	Description
model	tp.Any	--	The model to be evaluated.
search	dict	--	The hyperparameter search space. **feature_config Additional feature configuration parameters.

Returns:

Type	Description
int | float | tp.Tuple[int | float, ...]	The computed objective value.

ObjectiveRollingWalkForward

ObjectiveRollingWalkForward(
    validate_model: bool = True,
    debug: bool = True,
    reduce_func: Callable = _Nothing.NOTHING,
)

Objective for rolling walk-forward evaluation.

Method generated by attrs for class ObjectiveRollingWalkForward.

Ancestors

• systematica.tuners.base.BaseOptunaObjective
• abc.ABC

Instance variables

• reduce_func: Callable:

Methods

compute

compute(
    self,
    model,
    search: dict,
    **feature,
) ‑> int | float | Tuple[int | float, ...]

Compute the objective value.

Parameters:

Name	Type	Default	Description
model	tp.Any	--	The model to be evaluated.
search	dict	--	The hyperparameter search space. **feature Additional feature configuration parameters.

Returns:

Type	Description
int | float | tp.Tuple[int | float, ...]	The computed objective value.