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Q: How to cascade Optimize Parameters (Grid)?
Contributor II
I use Grid Parameter Optimization for my SVR processes (C, gamma). How can I do a cascaded loop?
e.g. I optimize for C = 50 and gamma loops between 2^n where n = [-8, 8]
Suppose optimal solution is for n = -5
Now, I want to make a process that will:
1. take from a log values corresponding to optimum of 5, such as:
2^n, where n = -5,5, -5,4, -5,3, -5,2, -5,1, -5,0, -4,9, -... -4,5
and optimize gamma for these to get optimum solution in the second step.
Afterwards I want to take the best gamma and optimize C on it.
Final thing is that all this is done in a loop. My question is how to:
-update grid parameter optimization parameters based on the optimum value of the last run, and doing a new run?
e.g. I optimize for C = 50 and gamma loops between 2^n where n = [-8, 8]
Suppose optimal solution is for n = -5
Now, I want to make a process that will:
1. take from a log values corresponding to optimum of 5, such as:
2^n, where n = -5,5, -5,4, -5,3, -5,2, -5,1, -5,0, -4,9, -... -4,5
and optimize gamma for these to get optimum solution in the second step.
Afterwards I want to take the best gamma and optimize C on it.
Final thing is that all this is done in a loop. My question is how to:
-update grid parameter optimization parameters based on the optimum value of the last run, and doing a new run?
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