Grid search performs a search in two parameters of your svm: c and gamma.
These two parameters are displayed in logarithmic axes x and y in this graph. The lines indicate which areas the grid search has been.
The colours of the lines are like "hight-lines" on a geographical map. They indicate the quality of the solutions found there and display the graphical bounds of the searched space in a graph.
Remember how grid search works:
The initial grid is worked on with 2-fold CV to determine the values
of the parameter pairs for the selected type of evaluation (e.g.,
accuracy). The best point in the grid is then taken and a 10-fold CV
is performed with the adjacent parameter pairs. If a better pair is
found, then this will act as new center and another 10-fold CV will be
performed (kind of hill-climbing). This process is repeated until no
better pair is found or the best pair is on the border of the grid. In
case the best pair is on the border, one can let GridSearch
automatically extend the grid and continue the search. -- source
If I am correct, the lines indicate where the deeper search is performed.
But just to double check, which software did you use to generate this? Matlab or weka?