Covariance Shrinkage Optimizer
6.8
A library focused on refining covariance shrinkage approaches within machine learning models. Allows developers to fine-tune ensemble-based data assimilation methods leading to more robust model estimations. Targets research, finance, and scientific data analysis.
150h
mvp estimate
6.8
viability grade
12
views
technology stack
Python
Medium
inspired by
A covariance shrinkage approach designed to crosscov matrices