Cosan::GridSearch< NumericType, Model, Metric, Split > Class Template Reference

#include <gridsearch.h>

Inheritance diagram for Cosan::GridSearch< NumericType, Model, Metric, Split >:

Public Member Functions
	GridSearch ()=delete
	GridSearch (CosanData< NumericType > &CRD, Model &estimator, Metric &metric, Split &split, const std::vector< NumericType > &paramGrid)
auto	GetBestParams ()
Public Member Functions inherited from Cosan::Search
	Search ()
Public Member Functions inherited from Cosan::Selection
	Selection ()
Public Member Functions inherited from Cosan::CosanBO
	CosanBO ()
	Default constructor. More...
virtual const std::string	GetName () const
	Get the name of the objects. More...

Private Attributes
NumericType	bestParam

Detailed Description

template<Numeric NumericType, Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split>
class Cosan::GridSearch< NumericType, Model, Metric, Split >

Hyperparameter tuning for supervised models that have one or more hyperparameter(s) to tune Input required: estimator: class Model&, a model whose hyperparameters need to be tuned; metric: class Metric&, a metric to use in cross-validation split: Split & splitter method;* paramGrid: a vector of hyperparameters combination. For each entry of the vector, it corresponds to one choice of hyperparameter combination; Ouput: call .GetBestParams() to get the best hyperparameters combination. the choice of the hyper-parameter in paramGrid that forms the most accurate model

Definition at line 26 of file gridsearch.h.

Constructor & Destructor Documentation

GridSearch() [1/2]

template<Numeric NumericType, Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split>

Cosan::GridSearch< NumericType, Model, Metric, Split >::GridSearch ( )

delete

GridSearch() [2/2]

template<Numeric NumericType, Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split>

Cosan::GridSearch< NumericType, Model, Metric, Split >::GridSearch ( CosanData< NumericType > &  CRD, Model &  estimator, Metric &  metric, Split &  split, const std::vector< NumericType > &  paramGrid  )

inline

Definition at line 29 of file gridsearch.h.

                                                                    : Search() {
                        NumericType minError = std::numeric_limits<NumericType>::infinity();
                        NumericType currError;
                        decltype(bestParam) currParam;
                        for (gsl::index i = 0; i < paramGrid.size(); ++i){
                            currParam = paramGrid[i];
                            estimator.SetParams(paramGrid[i]);
                            currError = crossValidation(CRD, estimator, metric, split);
                            if (currError < minError)
                            {
                                minError = currError;
                                bestParam = currParam;
                            }
                        }
                    }

Member Function Documentation

GetBestParams()

template<Numeric NumericType, Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split>

auto Cosan::GridSearch< NumericType, Model, Metric, Split >::GetBestParams ( )

inline

Definition at line 48 of file gridsearch.h.

{return bestParam;}

Member Data Documentation

bestParam

template<Numeric NumericType, Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split>

NumericType Cosan::GridSearch< NumericType, Model, Metric, Split >::bestParam

private

Definition at line 51 of file gridsearch.h.

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The documentation for this class was generated from the following file:

• cosan/selection/gridsearch.h