On Sat, Oct 29, 2011 at 12:18 AM, Olivier Grisel
<[email protected]> wrote:

> percent_val would be a constructor param in that case at it's not data
> dependent.

Good point!

> I am +1 for X_val=None, y_val=None in fit for the GridSearchCV class

Or maybe a new object GridSearchValidation, as the semantics are a bit
different? (having X_val / y_val parameters seem incompatible with
having a cv generator)

Note that this would be a generic solution: what I was proposing is an
API to take advantage of the problem specificities to make efficient
use of the validation set.

> at least. However I am not sure I would make it a general API
> recommendation for the rest of the estimators of the scikit such as
> for the SGD estimators though: they can build their own validation set
> internally as I don't see the point to expose that implementation
> detail (early stopping) to the user.

I thought that letting the user decide the validation set could be
useful but I could live with a validation set sampled from the
training set, hence having percentage_val in the constructor seems
good.

Mathieu

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