Profiling Portfolio

Implementations Data Generation and Problem Settings Import the necessary packages. The library provfis is a stochastic profiler and can be used to profile our code. library(profvis) library(tidyverse) library(MASS) library(microbenchmark) First, let’s decide some parameters and settings such as the amount of training and testing data. # Number of data points for plotting & Bandwidth squared of the RBF kernel ntest <- 500 # Characteristic Length-scale for kernel sigmasq <- 1.

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Mauro Camara Escudero

PhD student in Computational Statistics and Data Science at the University of Bristol

COMPASS PhD Student

Bristol, United Kingdom