def test_grid_search_single_sample_multivariate_normal(): """ Supposed to run into problems b/c nr splits > then nr_samples """ cv = 5 m = MultivariateNormalTransition() m_grid = GridSearchCV(m, {"scaling": np.logspace(-5, 1.5, 5)}, cv=cv) df, w = data(1) m_grid.fit(df, w) assert m_grid.cv == cv
def test_grid_search_multivariate_normal(): m = MultivariateNormalTransition() m_grid = GridSearchCV(m, {"scaling": np.logspace(-5, 1.5, 5)}, n_jobs=1) df, w = data(20) m_grid.fit(df, w)