On Fri, Nov 30, 2012 at 02:05:27PM +0100, Gael Varoquaux wrote:
> (there is a bit of literature on this, but it's really hard to find,
> and it's more folk knowledge in machine learning.

Got a kick in the butt and did my homework:

https://github.com/scikit-learn/scikit-learn/issues/1427

G

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