implement changes in docs - first attempt with passing tests

add forgotten file

src/MLJTuning.jl

@@ -9,6 +9,9 @@ export TunedModel
 # defined in strategies/:
 export Explicit, Grid, RandomSearch
 
+# defined in selection_heuristics/:
+export OptimizePrimaryAggregatedMeasurement
+
 # defined in learning_curves.jl:
 export learning_curve!, learning_curve
 
@@ -37,6 +40,7 @@ const DEFAULT_N = 10 # for when `default_n` is not implemented
 
 include("utilities.jl")
 include("tuning_strategy_interface.jl")
+include("selection_heuristics.jl")
 include("tuned_models.jl")
 include("range_methods.jl")
 include("strategies/explicit.jl")

src/selection_heuristics.jl

@@ -0,0 +1,19 @@
+abstract type SelectionHeuristic end
+
+
+## OPTIMIZE AGGREGATED MEASURE
+
+struct OptimizePrimaryAggregatedMeasurement <: SelectionHeuristic end
+
+function best(heuristic::OptimizePrimaryAggregatedMeasurement, history)
+    measurements = [h.measurement[1] for h in history]
+    measure = first(history).measure[1]
+    if orientation(measure) == :score
+        measurements = -measurements
+    end
+    best_index = argmin(measurements)
+    return history[best_index]
+end
+
+MLJTuning.supports_heuristic(::Any, ::OptimizePrimaryAggregatedMeasurement) =
+    true

src/strategies/grid.jl

@@ -160,14 +160,8 @@ MLJTuning.models!(tuning::Grid,
                   verbosity) =
                       state.models[_length(history) + 1:end]
 
-function tuning_report(tuning::Grid, history, state)
-
-    plotting = plotting_report(state.fields, state.parameter_scales, history)
-
-    # todo: remove collects?
-    return (history=history, plotting=plotting)
-
-end
+tuning_report(tuning::Grid, history, state) =
+    (plotting = plotting_report(state.fields, state.parameter_scales, history),)
 
 function default_n(tuning::Grid, user_range)
 

src/strategies/random_search.jl

@@ -141,6 +141,6 @@ function tuning_report(tuning::RandomSearch, history, field_sampler_pairs)
 
     plotting = plotting_report(fields, parameter_scales, history)
 
-    return (history=history, plotting=plotting)
+    return (plotting=plotting,)
 
 end