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def grid _ search ( xTr , yTr , xVal, yVal, depths ) : Calculates the training and validation loss for trees
def gridsearchxTr yTr xVal, yVal, depths:
Calculates the training and validation loss for trees trained on xTr and validated on yTr with a number of depths.
Input:
xTr: nxd training data matrix
yTr: ndimensional vector of training labels
xVal: mxd validation data matrix
yVal: mdimensional vector of validation labels
depths: a list of len k of depths
Output:
bestdepth, traininglosses, validationlosses
bestdepth: the depth that yields that lowest validation loss
traininglosses: a list of len k the ith entry corresponds to the the training loss of the tree of depthdepthsi
validationlosses: a list of len k the ith entry corresponds to the the validation loss of the tree of depthdepthsi
traininglosses
validationlosses
bestdepth None
# Initialize the variable
bestloss floatinf
# Loop over all possible depths for the regression tree
for dept in depths:
# Check if the current validation is less than the best validation loss
if validationloss bestloss:
bestloss validationloss
bestdepth depth
raise NotImplementedError
return bestdepth, traininglosses, validationlosses
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