2011/10/28 Gael Varoquaux <[email protected]>:
> On Fri, Oct 28, 2011 at 10:01:11AM -0400, Alexandre Gramfort wrote:
>> class SingleSplit?
>
>> cv = SingleSplit(X_train, y_train, X_test, y_test) ?
>
> This API cannot work, as the cross-validation object is supposed to
> return indices and thus should be applied to concatenated train and test
> data.


We agree :)

To address Andreas use case (which seems valid to me) I think we
should have a new grid_search utility function that does not try to
implement the `fit` API which is too restrictive for this use case.

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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