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[WIP] Multiple-metric grid search#2759

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mblondel wants to merge 57 commits intoscikit-learn:masterscikit-learn/scikit-learn:masterfrom

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Commits

Commits on Jan 9, 2014

• Refactor cv code

  AlexanderFabisch

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  b217697

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• Clean up

  AlexanderFabisch

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Commits on Jan 10, 2014

• Refactor RFE and add _check_scorable

  AlexanderFabisch

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• FIX typo in docstring

  AlexanderFabisch

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• Merge `fit_grid_point` into `_cross_val_score`

  AlexanderFabisch

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  4b5f468

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• Return time

  AlexanderFabisch

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• Move set_params back to fit_grid_point

  AlexanderFabisch

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Commits on Jan 11, 2014

• Log score and time in 'cross_val_score'

  AlexanderFabisch

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• check_scorable returns scorer

  AlexanderFabisch

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Commits on Jan 12, 2014

• Clean up

  AlexanderFabisch

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  5b8933d

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• Replace '_fit_estimator' by '_cross_val_score'

  AlexanderFabisch

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• Fix PEP8, style and documentation

  AlexanderFabisch

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  13c7915

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• Remove wrong variable names

  AlexanderFabisch

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Commits on Jan 14, 2014

• Remove helper function '_fit'

  AlexanderFabisch

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  5b211cd

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• Merge branch 'refactor_cv' of https://github.com/AlexanderFabisch/scikit-learn into multiple_grid_search

  mblondel

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• Add evaluate_scorers function.

  mblondel

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Commits on Jan 15, 2014

• Add more tests for evaluate_scorers.

  mblondel

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• Support ranking by regression.

  mblondel

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• Support SVC.

  mblondel

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• Handle multi-label case.

  mblondel

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• Test ranking with more than two relevance levels.

  mblondel

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Commits on Jan 16, 2014

• Merge branch 'multiple_grid_search' of https://github.com/mblondel/scikit-learn into multiple_grid_search

  mblondel

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• Merge branch 'master' into multiple_grid_search

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  mblondel

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• Rename evaluate_scorers to _evaluate_scorers.

  mblondel

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• Remove _score utility function.

  mblondel

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• Support for multiple scorers in cross_val_score.

  mblondel

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  b4255d8

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• Refactoring for allowing mutiple scorers.

  mblondel

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• Define `parameters` upfront.

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  mblondel

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• Use more informative name.

  mblondel

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• Put __repr__ back.

  mblondel

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  6f68bfb

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• Deprecate fit_grid_point.

  mblondel

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• Add grid_search_cv.

  mblondel

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• Refactor code.

  mblondel

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• Add randomized_search_cv.

  mblondel

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• Remove multi-output multiclass support from scorers for now.

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  mblondel

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• Update docstrings.

  mblondel

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• Merge branch 'master' into multiple_grid_search

  mblondel

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Commits on Jan 17, 2014

• Support multiple metrics directly in GridSearchCV and

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  mblondel

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• Merge branch 'master' into multiple_grid_search

  mblondel

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Commits on Feb 3, 2014

• Simplify inner loop.

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  mblondel

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• Fix incorrect comment.

  mblondel

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  a7e79f3

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• Fix comments.

  mblondel

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• Return training time only.

  mblondel

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  2a96384

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• Remove return_parameters.

  mblondel

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• Cosmit: used += instead of extend.

  mblondel

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• Add cross_val_report.

  mblondel

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Commits on Feb 4, 2014

• Remove score_func from cross_val_report.

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  mblondel

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Commits on Feb 7, 2014

• Accept tuples too.

  mblondel

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• Accept callables in _evaluate_scorers.

  mblondel

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• Unused imports.

  mblondel

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• Clone early.

  mblondel

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  eaa3aeb

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• Merge branch 'master' into multiple_grid_search

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  mblondel

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Commits on Feb 9, 2014

• Multiple scorer support in validation_curve.

  mblondel

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• Add rudimentary validation with contours example.

  mblondel

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• Support param_grid in validation_curve.

  mblondel

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  c33f0f9

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• Return training times.

  mblondel

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  34ba906

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• Remove cross_val_report.

  mblondel

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