In the context of machine learning

Machine learning

Machine learning, a branch of artificial intelligence, is a scientific discipline concerned with the design and development of algorithms that allow computers to evolve behaviors based on empirical data, such as from sensor data or databases...

, grid search is an algorithm

Algorithm

In mathematics and computer science, an algorithm is an effective method expressed as a finite list of well-defined instructions for calculating a function. Algorithms are used for calculation, data processing, and automated reasoning...

 that performs an exhaustive search through (a subset of) the parameter space of a learning algorithm to solve problem of model selection

Model selection

Model selection is the task of selecting a statistical model from a set of candidate models, given data. In the simplest cases, a pre-existing set of data is considered...

: finding the optimal parameters for a dataset. The algorithm must be guided by some performance metric, measured by cross validation on a training set.

Since the parameter space of a machine learner may include real-valued or unbounded value spaces for certain parameters, manually set bounds and discretization may be necessary before applying grid search.

External link

• The machine learning toolkit scikit-learn
  Scikit-learn
  scikit-learn is an open source machine learning library for the Pythonprogramming language. It features various classification, regression and clustering algorithms including support vector machines, logistic regression, naive Bayes, k-means and DBSCAN, and is designed to interoperate with NumPy...
  
  includes a grid search module.