Add a hyper-parameter tuning module - #2

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micyril wants to merge 27 commits into

Commits on Jul 26, 2017

Add a cross-validation wrapper for optimizers
micyril
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7c393ff
Add grid-search optimization
micyril
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f2d11fc
Add hyper-parameter tuning
micyril
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15e35b4
Add support for metrics that should be maximized
micyril
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fa78d07

Commits on Jul 27, 2017

Add interface for accessing the best model
micyril
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42d16ee
Fix lambda sets initialization
micyril
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33a1120

Commits on Aug 7, 2017

Fix misspellings
micyril
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dd1db7c
Fix CVFunctionTest
micyril
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92d75a1
Fix style
micyril
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0b7690c

Commits on Aug 9, 2017

Extend documentation
micyril
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5eb3dc7
Fix typo
micyril
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56c2ff1

Commits on Aug 10, 2017

Commits on Aug 11, 2017

Revert "Make optimal lambdas in the "middle" of the space"
micyril
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85060c8

Commits on Aug 14, 2017

Refactor GridSearch to use DatasetMapper
micyril
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6744351
Use the new GridSearch interface in the HPT module
micyril
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9486986
Add separate comments
micyril
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fc53e01

Commits on Aug 18, 2017

Add gradient evaluation to CVFunction
micyril
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6f65136

Commits on Aug 19, 2017

Commits on Aug 25, 2017

Add const getters in HyperParameterTuner
micyril
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ab46e58
Make CVFunction cache computations for gradient
micyril
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5ac45dd