5.2. Grid Search

scikits.learn.grid_search is a package to optimize the parameters of a model (e.g. Support Vector Classifier) using cross-validation.

The computation can be run in parallel using the multiprocessing package.

Main class is GridSearchCV.

5.2.1. Examples

See Parameter estimation using grid search with a nested cross-validation for an example of Grid Search computation on the digits dataset.

See Sample pipeline for text feature extraction and evaluation for an example of Grid Search coupling parameters from a text documents feature extractor (n-gram count vectorizer and TF-IDF transformer) with a classifier (here a linear SVM trained with SGD with either elastic net or L2 penalty).