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)
Here, 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 cut_off
and order
, with the additional caveat that only the pairs such that order
$\le$ cut_off
are considered. What would be the best way to implement this?