Grid Search Method
What is Grid Search?
Grid Search systematically tests all possible combinations of hyperparameter values from a predefined grid.
How It Works
- Define parameter grid (e.g., max_depth: [3, 5, 10])
- Test every combination
- Evaluate with cross-validation
- Return best combination
Advantages
- Thorough: Guaranteed to find best in grid
- Simple: Easy to understand and implement
Disadvantages
- Slow: Exponential combinations
- May Miss: Best values between grid points
Example
- 3 values for param1 * 4 values for param2 = 12 combinations
- With 5-fold CV = 60 model fits
Related Terms
- Random Search: Faster alternative
- Hyperparameter Tuning: The broader process