scikit-learn/scikit-learn — pull request #1034 by amueller (2012-08-17 20:26:23+00:00)
Title: WIP Grid search convenience class.

This aims at closing #1020.

It introduces a new class to handle the output of GridSearchCV.
I don't like complexity but I haven't found a nice way to do this otherwise. If you have less complex solutions, please let me know.

Basically this transforms the dicts that are usually in ``GridSearchCV.grid_scores_`` (remember, this is in general a list of dictionaries) to a list of parameters (which is ``sorted(param_grid.keys()``) and an array where
each axis corresponds to one parameter and the last corresponds to folds.
I think this is already an improvement.

The reason why I added the class is that I also want to marginalize parameters. I want to look at it even if I have 5 parameters to adjust. Maximizing over multiple axis is ugly so I wanted to class to handle this.

As always, any comments welcome.
I'll make an example to illustrate the usefulness now :)