Thanks Peter for your quick reply.

``fit_stage`` is an internal method and not intended for "public" use
> - I'll add a scope guard to make this explicit.
>

Ok, if it's private then it's fair enough to be undocumented -- by "guard",
do you mean that you'll add another underscore to the name?

I intend to add a ``warm_start`` parameter to ``BaseGradientBoosting``
> which allows to re-fit an already fitted model w/o starting from
> scratch (similar to GBMs ``more``) and a convenience method to
> determine the "optimal" number of estimators based on held-out data,
> CV, or OOB (similar to GBMs ``optimal``) in the near future.
>

Something like GBM's "more" would be great.
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