saealib.rank_weighted_combine

saealib.rank_weighted_combine(weights=None)

Return a combine function that rank-normalises then takes a weighted average.

パラメータ:

weights (np.ndarray or None) -- Weights for each manager. If None, uniform weights are used. Need not sum to 1; they are normalised internally.

戻り値:

A function (list[np.ndarray]) -> np.ndarray suitable for CompositeAcquisition.

戻り値の型:

callable