Complete grid search params (#166)

* grid search draft

* hyperparam search for linear estimators

* grid search for ensembles

* support grid search for more algos

* grid search for unsupervised algos

* minor cleanup

src/cluster/kmeans.rs

@@ -132,6 +132,76 @@ impl Default for KMeansParameters {
     }
 }
 
+/// KMeans grid search parameters
+#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
+#[derive(Debug, Clone)]
+pub struct KMeansSearchParameters {
+    /// Number of clusters.
+    pub k: Vec<usize>,
+    /// Maximum number of iterations of the k-means algorithm for a single run.
+    pub max_iter: Vec<usize>,
+}
+
+/// KMeans grid search iterator
+pub struct KMeansSearchParametersIterator {
+    kmeans_search_parameters: KMeansSearchParameters,
+    current_k: usize,
+    current_max_iter: usize,
+}
+
+impl IntoIterator for KMeansSearchParameters {
+    type Item = KMeansParameters;
+    type IntoIter = KMeansSearchParametersIterator;
+
+    fn into_iter(self) -> Self::IntoIter {
+        KMeansSearchParametersIterator {
+            kmeans_search_parameters: self,
+            current_k: 0,
+            current_max_iter: 0,
+        }
+    }
+}
+
+impl Iterator for KMeansSearchParametersIterator {
+    type Item = KMeansParameters;
+
+    fn next(&mut self) -> Option<Self::Item> {
+        if self.current_k == self.kmeans_search_parameters.k.len()
+            && self.current_max_iter == self.kmeans_search_parameters.max_iter.len()
+        {
+            return None;
+        }
+
+        let next = KMeansParameters {
+            k: self.kmeans_search_parameters.k[self.current_k],
+            max_iter: self.kmeans_search_parameters.max_iter[self.current_max_iter],
+        };
+
+        if self.current_k + 1 < self.kmeans_search_parameters.k.len() {
+            self.current_k += 1;
+        } else if self.current_max_iter + 1 < self.kmeans_search_parameters.max_iter.len() {
+            self.current_k = 0;
+            self.current_max_iter += 1;
+        } else {
+            self.current_k += 1;
+            self.current_max_iter += 1;
+        }
+
+        Some(next)
+    }
+}
+
+impl Default for KMeansSearchParameters {
+    fn default() -> Self {
+        let default_params = KMeansParameters::default();
+
+        KMeansSearchParameters {
+            k: vec![default_params.k],
+            max_iter: vec![default_params.max_iter],
+        }
+    }
+}
+
 impl<T: RealNumber + Sum, M: Matrix<T>> UnsupervisedEstimator<M, KMeansParameters> for KMeans<T> {
     fn fit(x: &M, parameters: KMeansParameters) -> Result<Self, Failed> {
         KMeans::fit(x, parameters)
@@ -313,6 +383,29 @@ mod tests {
         );
     }
 
+    #[test]
+    fn search_parameters() {
+        let parameters = KMeansSearchParameters {
+            k: vec![2, 4],
+            max_iter: vec![10, 100],
+            ..Default::default()
+        };
+        let mut iter = parameters.into_iter();
+        let next = iter.next().unwrap();
+        assert_eq!(next.k, 2);
+        assert_eq!(next.max_iter, 10);
+        let next = iter.next().unwrap();
+        assert_eq!(next.k, 4);
+        assert_eq!(next.max_iter, 10);
+        let next = iter.next().unwrap();
+        assert_eq!(next.k, 2);
+        assert_eq!(next.max_iter, 100);
+        let next = iter.next().unwrap();
+        assert_eq!(next.k, 4);
+        assert_eq!(next.max_iter, 100);
+        assert!(iter.next().is_none());
+    }
+
     #[cfg_attr(target_arch = "wasm32", wasm_bindgen_test::wasm_bindgen_test)]
     #[test]
     fn fit_predict_iris() {