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NelderMead Class Reference

Nealder-Mead algorithm for finding suitable hyperparameters More...

Static Public Member Functions

static double FindMinimum (string error_measure, RatingPredictor recommender)
 Find best hyperparameter (according to an error measure) using Nelder-Mead search More...
 
static double FindMinimum (string evaluation_measure, IList< string > hp_names, IList< DenseVector > initial_hp_values, RatingPredictor recommender, ISplit< IRatings > split)
 Find the the parameters resulting in the minimal results for a given evaluation measure More...
 

Detailed Description

Nealder-Mead algorithm for finding suitable hyperparameters

Member Function Documentation

static double FindMinimum ( string  error_measure,
RatingPredictor  recommender 
)
inlinestatic

Find best hyperparameter (according to an error measure) using Nelder-Mead search

Parameters
error_measurean error measure (lower is better)
recommendera rating predictor (will be set to best hyperparameter combination)
Returns
the estimated error of the best hyperparameter combination
static double FindMinimum ( string  evaluation_measure,
IList< string >  hp_names,
IList< DenseVector >  initial_hp_values,
RatingPredictor  recommender,
ISplit< IRatings split 
)
inlinestatic

Find the the parameters resulting in the minimal results for a given evaluation measure

The recommender will be set to the best parameter value after calling this method.

Parameters
evaluation_measurethe name of the evaluation measure
hp_namesthe names of the hyperparameters to optimize
initial_hp_valuesthe values of the hyperparameters to try out first
recommenderthe recommender
splitthe dataset split to use
Returns
the best (lowest) average value for the hyperparameter

The documentation for this class was generated from the following file: