Hi everybody.
This is about the grid_search and cross_validation modules.
Often, in particular when the dataset is large or the algorithm slow,
it is not feasible to do n-fold cross validation and people use
a single training/validation split to find hyperparameters.

As far as I can see, this is not supported in sklearn.
Do you think it should be included as an option to
do grid searches? It is not really "cross" validation
but I think the cross_validation module would be
the right place for that.

What do you think?

Cheers,
Andy

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