grid_search.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_GRID_SEARCH_GRID_SEARCH_HPP
#define MLPACK_CORE_OPTIMIZERS_GRID_SEARCH_GRID_SEARCH_HPP

#include <mlpack/core.hpp>

namespace mlpack {
namespace optimization {

class GridSearch
{
 public:
  template<typename FunctionType>
  double Optimize(
      FunctionType& function,
      arma::mat& bestParameters,
      data::DatasetMapper<data::IncrementPolicy, double>& datasetInfo);

 private:
  template<typename FunctionType>
  void Optimize(
      FunctionType& function,
      double& bestObjective,
      arma::mat& bestParameters,
      arma::vec& currentParameters,
      data::DatasetMapper<data::IncrementPolicy, double>& datasetInfo,
      size_t i);
};

} // namespace optimization
} // namespace mlpack

// Include implementation
#include "grid_search_impl.hpp"

#endif