One of the questions that I have been asked is that which are the "optimum" values for alpha and lambda before and after using SIVS. I believe it would be nice to have a helper function to perform a grid search and allow the user to decide the alpha and lambda in case they are not that interested in lambda.min&alpha=1.

I remember that Teemu Daniel Laajala have used this type of grid search in one of his writeups in a DREAM Challenge. the following is the screenshot of his plot from that writeup which I copied here in case Synapse.org somehow dies ¯\_ (ツ)_/¯.