> With sparse data, you should use the indices=True argument to
> StratifiedKFold. By default, it will return a boolean mask, which
> cannot be used to index into a sparse matrix.

We really need to do something about this issue, as it keeps popping
up. A few ideas:

1) make indices=True the default in cv objects

2) in check_cv, raise an exception if cv.indices=False and hasattr(X, "tocsr")

3) in check_cv, return a clone of the cv object with `indices`
enforced to True  if hasattr(X, "tocsr")

Mathieu

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