Installation#

Install using pip#

skfolio is available on PyPI and can be installed with:

$ pip install skfolio

Install using conda#

$ conda install -c conda-forge skfolio

Install Additional Solvers#

The solver Clarabel is installed by default. Cardinality and threshold constraints require a mixed-integer solver. To install additional solvers (e.g. SCIP, GUROBI, MOSEK), please refer to the cvxpy documentation

Dependencies#

skfolio requires:

  • python (>= 3.10)

  • numpy (>= 1.24.0)

  • scipy (>= 1.15.2)

  • pandas (>= 2.1.0)

  • cvxpy-base (>= 1.5.0)

  • clarabel (>= 0.10.0)

  • scikit-learn (>= 1.6.0)

  • joblib (>= 1.3.2)

  • plotly (>= 6.0.0)