Like Emanuel said, the full grid is already available.
If someone really cares about their parameter selection, they should 
have a look
and decide themselves.

I think 'best_estimator' should be chosen in the easiest way possible.

I agree with David, that this should not happen in practice and so I think
it is of little relevance. I disagree on returning a list, though,
since that would make the usage a bit more awkward and will
be of use only in some degenerate cases.

I am a bit against random choice as that would make the
GridSearch have a random_state, which is a bit unexpected.
If there really was a case where there were multiple optimum
settings on the training set - say k in KNN, then the result
on the test-set would be non-deterministic.
That might be a bit unexpected, if you are using a deterministic
classifier like KNN.

On the other hand, I really think this is of little practical relevance.
And if you care so little about your results that you don't look
at what your grid search gave you, then you shouldn't care
about which of the 'optimum' parameters you got.

just my .02 euro

------------------------------------------------------------------------------
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http://www.accelacomm.com/jaw/sfnl/114/51521223/
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