quantlab.model#
Modules
Model layer: the training lifecycle shared by every model head. |
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The collected panel: what a model's |
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The config of the model layer. |
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The base class of every ensemble of models, shipped or user-written. |
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Evaluation: score a trained unit's predictions against its raw labels. |
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Library variant of the model layer: |
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Splits of a timestamp axis: purged segments, in/out-of-sample ranges and walk-forward folds. |
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The data a |
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Torch variant of the model layer: |
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Training pieces a |
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The training target, computed once per bar before a fit: shared by both model variants. |
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Predictor views: predictors that answer through the predictor they wrap. |
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Walk-forward training: one walk-forward cross-validation of a model or an ensemble. |