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parallel_grid_search

scirs2_stats::parallel_processing

Function parallel_grid_search 

Source 
pub fn parallel_grid_search(
    data: &[f64],
    log_likelihood_fn: &(dyn Fn(&[f64], &[f64]) -> f64 + Send + Sync),
    param_grids: &[Vec<f64>],
) -> StatsResult<GridSearchResult>
Expand description

Parallel grid search over distribution parameters to maximize log-likelihood.

§Arguments

  • data - Observed data
  • log_likelihood_fn - Function(data, params) -> log-likelihood
  • param_grids - For each parameter, a vector of candidate values

§Returns

GridSearchResult with the best parameters.