Add predefined parameter grids

1 files changed, 113 insertions, 7 deletions

diff --git a/gensvm/gridsearch.py b/gensvm/gridsearch.py
index 3fdfa9a..ed12b97 100644
--- a/gensvm/gridsearch.py
+++ b/gensvm/gridsearch.py
@@ -284,10 +284,15 @@ class GenSVMGridSearchCV(BaseEstimator, MetaEstimatorMixin):
 
     Parameters
     ----------
-    param_grid : dict or list of dicts
-        Dictionary of parameter names (strings) as keys and lists of parameter 
-        settings to evaluate as values, or a list of such dicts. The GenSVM 
-        model will be evaluated at all combinations of the parameters.
+    param_grid : string, dict, or list of dicts
+        If a string, it must be either 'tiny', 'small', or 'full' to load the 
+        predefined parameter grids (see the functions :func:`load_grid_tiny`, 
+        :func:`load_grid_small`, and :func:`load_grid_full`).
+
+        Otherwise, a dictionary of parameter names (strings) as keys and lists 
+        of parameter settings to evaluate as values, or a list of such dicts.  
+        The GenSVM model will be evaluated at all combinations of the 
+        parameters.
 
     scoring : string, callable, list/tuple, dict or None
         A single string (see :ref:`scoring_parameter`) or a callable (see 
@@ -491,7 +496,7 @@ class GenSVMGridSearchCV(BaseEstimator, MetaEstimatorMixin):
 
     def __init__(
         self,
-        param_grid,
+        param_grid="tiny",
         scoring=None,
         iid=True,
         cv=None,
@@ -501,6 +506,15 @@ class GenSVMGridSearchCV(BaseEstimator, MetaEstimatorMixin):
     ):
 
         self.param_grid = param_grid
+        if isinstance(self.param_grid, str):
+            if self.param_grid == "tiny":
+                self.param_grid = load_grid_tiny()
+            elif self.param_grid == "small":
+                self.param_grid = load_grid_small()
+            elif self.param_grid == "full":
+                self.param_grid = load_grid_full()
+            else:
+                raise ValueError("Unknown param grid %r" % self.param_grid)
         _check_param_grid(self.param_grid)
         _validate_param_grid(self.param_grid)
 
@@ -644,8 +658,100 @@ class GenSVMGridSearchCV(BaseEstimator, MetaEstimatorMixin):
         return self.best_estimator_.predict(X)
 
 
-def load_default_grid():
-    """Load the default parameter grid for GenSVM
+def load_grid_tiny():
+    """ Load a tiny parameter grid for the GenSVM grid search
+
+    This function returns a parameter grid to use in the GenSVM grid search.  
+    This grid was obtained by analyzing the experiments done for the GenSVM 
+    paper and selecting the configurations that achieve accuracy within the 
+    95th percentile on over 90% of the datasets. It is a good start for a 
+    parameter search with a reasonably high chance of achieving good 
+    performance on most datasets.
+
+    Note that this grid is only tested to work well in combination with the 
+    linear kernel.
+
+    Returns
+    -------
+
+    pg : list
+        List of 10 parameter configurations that are likely to perform 
+        reasonably well.
+
+    """
+
+    pg = [
+        {"p": [2.0], "kappa": [5.0], "lmd": [pow(2, -16)], "weights": ["unit"]},
+        {"p": [2.0], "kappa": [5.0], "lmd": [pow(2, -18)], "weights": ["unit"]},
+        {"p": [2.0], "kappa": [0.5], "lmd": [pow(2, -18)], "weights": ["unit"]},
+        {
+            "p": [2.0],
+            "kappa": [5.0],
+            "lmd": [pow(2, -18)],
+            "weights": ["group"],
+        },
+        {
+            "p": [2.0],
+            "kappa": [-0.9],
+            "lmd": [pow(2, -18)],
+            "weights": ["unit"],
+        },
+        {"p": [2.0], "kappa": [5.0], "lmd": [pow(2, -14)], "weights": ["unit"]},
+        {
+            "p": [2.0],
+            "kappa": [0.5],
+            "lmd": [pow(2, -18)],
+            "weights": ["group"],
+        },
+        {
+            "p": [1.5],
+            "kappa": [-0.9],
+            "lmd": [pow(2, -18)],
+            "weights": ["unit"],
+        },
+        {"p": [2.0], "kappa": [0.5], "lmd": [pow(2, -16)], "weights": ["unit"]},
+        {
+            "p": [2.0],
+            "kappa": [0.5],
+            "lmd": [pow(2, -16)],
+            "weights": ["group"],
+        },
+    ]
+    return pg
+
+
+def load_grid_small():
+    """Load a small parameter grid for GenSVM
+
+    This function loads a default parameter grid to use for the #' GenSVM 
+    gridsearch. It contains all possible combinations of the following #' 
+    parameter sets::
+
+        pg = {
+            'p': [1.0, 1.5, 2.0],
+            'lmd': [1e-8, 1e-6, 1e-4, 1e-2, 1],
+            'kappa': [-0.9, 0.5, 5.0],
+            'weights': ['unit', 'group'],
+        }
+
+    Returns
+    -------
+
+    pg : dict
+        Mapping from parameters to lists of values for those parameters. To be 
+        used as input for the :class:`.GenSVMGridSearchCV` class.
+    """
+    pg = {
+        "p": [1.0, 1.5, 2.0],
+        "lmd": [1e-8, 1e-6, 1e-4, 1e-2, 1],
+        "kappa": [-0.9, 0.5, 5.0],
+        "weights": ["unit", "group"],
+    }
+    return pg
+
+
+def load_grid_full():
+    """Load the full parameter grid for GenSVM
 
     This is the parameter grid used in the GenSVM paper to run the grid search 
     experiments. It uses a large grid for the ``lmd`` regularization parameter