On Fri, Oct 28, 2011 at 04:17:01PM +0200, Olivier Grisel wrote:
> > I am actually not sure that I have understood the usecase that we are
> > discussing.

> I think the use case is performing a grid search for a single
> predefined train / validation datasets pair.

scores = [estimator.set_param(param=param
                    ).fit(X_train, y_train
                            ).score(X_test, y_test)
          for param in param_list]

If you want to use joblib.Parallel there is a little bit more work, and
the most pragmatic solution is to define a helper function. 

I guess that in terms of general feeing for the API of the scikit, I tend
to prefer an API with not to many words but a very expressive gramar, and
in which you write sentences, rather than an API with many functions that
catter for many usecases. I find that the latter is not only harder to
read, but also makes the package harder to grok for people who don't know
it will. Indeed when using a package with many, many helper functions to
replace 3-liners, I find myself looking at the code of these functions
all the time to know what they really do. I agree that writing the right
three-liners requires knowing idiomatic Python tricks such as list
comprehension, but I would rather teach that to people than a specific
API. Besides, it makes documenting the package harder :).

OK, the above paragraph is more of philosophic point of view than a
practical contribution to the discussion :$.

With regards to the dicussion, I am -10 on modifying the objects to take
a separate validation set, -1 on a new function, and -0 on a specific
cross-val generator.

G

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