Optimize grid with X-validation and Performance Costs with wrong optimum
I'm trying to optimize a k-nearest neighbour inside a x-validation. The performance is measured by the performance cost operator and the x-validation delivers an average value for the missclassification costs.
When i put the whole process inside the optimize grid operator, the performance seem not to have any impact on the selection of optimal parameters. By logging every run of the process, i can identify much better average cost results. Can anyone give me a hint on what i'm doing wrong?
Thanks in advance