I am trying to perform model selection on a KerasClassifier, for several sliding windows of samples. However, each sliding window has a different input dimension (as a result of feature selection).
The function I have written works for regular scikit-learn classifiers. i.e. it returns a dictionary containing optimal RF models (using random grid search):
# return a dictionary with optimal models for each sliding window
rf_optimal_models = model_selection(RandomForestClassifier(),
param_distributions = random_grid_rf, n_iter = 10)
However, I am unsure how to …