On 11/29/2016 09:10 AM, Sebastian Raschka wrote:
I have an ipynb where I did the nested CV more “manually” in sklearn 0.17 vs 
sklearn 0.18 — I intended to add it as an appendix to a blog article (model 
eval part 4), which I had no chance to write, yet. Maybe the sklearn 0.17 part 
is a bit more obvious (although way less elegant) than the sklearn 0.18 version 
and is helpful in some sort to see what’s going on: 
https://github.com/rasbt/pattern_classification/blob/master/data_viz/model-evaluation-articles/nested_cv_code.ipynb
 (haven’t had a chance to add comments yet, though).
I also got a manual vs sklearn here ;)
https://github.com/amueller/introduction_to_ml_with_python/blob/master/05-model-evaluation-and-improvement.ipynb
Though the explanation is behind a paywall  scattered over dead trees :-/
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