skfolio.utils.tools.fit_single_estimator#

skfolio.utils.tools.fit_single_estimator(estimator, X, y, fit_params, indices=None, axis=0, method='fit')[source]#

Fit (or partial-fit) an estimator on a subset of the data.

Parameters:

estimatorestimator object implementing ‘fit’ and ‘predict’: The object to use to fit the data.
Xarray-like of shape (n_observations, n_assets): The data to fit.
yarray-like of shape (n_observations, n_targets), optional: The target array if provided.
fit_paramsdict: Parameters that will be passed to the estimator method.
indicesndarray, slice, or None, default=None: Rows or columns to select from X, y, and fit_params. The default (None) is to select the entire data.
axisint, default=0: The axis along which X will be sub-sampled. axis=0 will select rows while axis=1 will select columns.
methodstr, default=”fit”: Estimator method to call (e.g. "fit" or "partial_fit").

Returns: