Yes. This is an important design flaw.
I believe it is going to be fully addressed before 1.0 comes out.

On Fri, Jul 10, 2015 at 1:29 PM, Luca Puggini <lucapug...@gmail.com> wrote:

> I am designing a cross validation module for the statsmodels library and I
> am taking inspiration from the sklearn one.
>
> The iterators in the cross validation module require n the number of
> samples as variable of the __init__ method.
>
> I am so wondering how can I pass for example cv=LeavePOut(p=5) to the
> LassoCV method.
>
> Is it required to know what will the size of the data be in the fit method?
>
>
> Let me know.
>
> Thanks,
> Luca
>
>
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