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GRIDSEL model selection object via grid search
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A=GRIDSEL(A,H) returns a gridsel object initialized with
algorithms A and hyperparameters H.
Finds the best of the algorithm from the set A, and trains
and stores that model.
Hyperparameters.
a.child=A -- methods to evaluate
a.loss='class_loss' -- loss measure to use
a.score=cv('folds=5') -- method of evaluating algorithms
Model
a.scores=[] score of all of methods tried
a.best_score=[] score of best methods tried
a.best_index=[] index of best methods tried
a.best=[] learnt model of best method tried
Example:
train 3 svms with C=1,2,3 and validate with 3 fold cross validation
[r,a]=train(gridsel(param(svm,'C',[1,2,3]),{'score=cv;score.folds=3'}),gen(toy)) ;
Methods:
train, test