I'm training a number of models with the aim of identifying those which will perform well on my data. As such, I'm using a lot of models that I am unfamiliar with, and they all have their own tuning parameters.
In the past, I have established effective parameter values for my models using an exhaustive sweep. This method can be prohibitive for models I am not familiar with, if they have several tuning parameters processing time can become even more of a barrier.
As I lack the breadth of experience, I could use some advice as to how this kind of issue should be approached, I generally use the caret package of R for my modelling purposes, due to the common interface. However, I cannot find any details outside of modelLookup() and caret documentation, which does not provide very much model specific information.