minimalist Parameter Grid

minimalist_parameter_grid_implementation.py

from itertools import product

from fbprophet import Prophet

m = Prophet()

param_grid = {
              'model' : [m]
              , 'initial' : ['730 days','500 days']
              , 'period'  : ['180 days']
              , 'horizon' : ['365 days']
              }

def create_grid(param_grid):

    param_grid_list = [param_grid].copy()

    for p in param_grid_list:
        # Always sort the keys of a dictionary, for reproducibility
        items = sorted(p.items())
        if not items:
            yield {}
        else:
            keys, values = zip(*items)
            for v in product(*values):
                params = dict(zip(keys, v))
                yield params

>>> list(create_grid(param_grid))
    [{'model': <fbprophet.forecaster.Prophet at 0x11cd0bba8>,
      'initial': '730 days',
      'period': '180 days',
      'horizon': '365 days'},
     {'model': <fbprophet.forecaster.Prophet at 0x11cd0bba8>,
      'initial': '500 days',
      'period': '180 days',
      'horizon': '365 days'}]