skfolio.seriation.BaseSeriation

class skfolio.seriation.BaseSeriation

Base class for estimators that order assets from a distance matrix.

A NaN diagonal marks an asset as non-investable for the current ordering. The matrix restricted to investable assets must be finite, symmetric and nonnegative, with a zero diagonal, within the tolerances described below. DataFrame row and column labels must match in the same order.

Attributes:

ordering_ndarray of shape (n_investable_assets,)

Positions in the original input matrix, listed in the computed order. Each investable asset appears exactly once. Empty when no assets are investable. A single investable asset produces its original position.

investable_mask_ndarray of shape (n_assets,)

Boolean mask selecting investable assets for the current ordering.

n_features_in_int

Number of assets in the full schema.

feature_names_in_ndarray of shape (n_features_in_,)

Asset names, defined when the input names are all strings.

Methods

fit(X[, y])	Fit an ordering from a distance snapshot.
get_metadata_routing()	Get metadata routing of this object.
get_params([deep])	Get parameters for this estimator.
set_params(**params)	Set the parameters of this estimator.

Notes

Symmetry and zero diagonal checks use an absolute tolerance of 1e-5. Symmetry uses no relative tolerance. Negative distances down to -1e-8 are accepted and clipped to zero. Accepted asymmetry is averaged, and diagonal entries are set to zero. The input matrix is not modified.

abstractmethod fit(X, y=None)

Fit an ordering from a distance snapshot.

Parameters:

Xarray-like of shape (n_assets, n_assets)

Distance matrix. NaN diagonal entries mark non-investable assets.

yIgnored

Not used, present for API consistency by convention.

Returns:

selfBaseSeriation

Fitted estimator.

get_metadata_routing()

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Returns:

routingMetadataRequest

A MetadataRequest encapsulating routing information.

get_params(deep=True)

Get parameters for this estimator.

Parameters:

deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

paramsdict

Parameter names mapped to their values.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:

**paramsdict

Estimator parameters.

Returns:

selfestimator instance

Estimator instance.