I would like to use scikit-learn's
GridSearchCV() to do a grid search on custom parameters in a kernel I have specified. Specifically, the kernel is of the form
SeqKernel(x, y, orig_kernel, cut_off, order)
orig_kernel is a kernel typically used in SVM learning (such as linear, polynomial, RBF, or sigmoid). I wish to perform a grid search over values of
order, with the additional caveat that only the pairs such that
cut_off are considered. What would be the best way to implement this?