Hi Manuel,

Are you sure that you are using the latest version (or at least >0.17)? The 
code for splitting the sample weights in GridSearchCV has been there for a 
while now...

--
Julio

> El 22 jun 2017, a las 23:33, Manuel Castejón Limas 
> <manuel.caste...@gmail.com> escribió:
> 
> Dear all,
> I posted the full question on StackOverflow and as it contains some figures I 
> refer you to that post. 
> 
> https://stackoverflow.com/questions/44661926/sample-weight-parameter-shape-error-in-scikit-learn-gridsearchcv/44662285#44662285
> 
> I currently  believe that this issue is a bug and I opened an issue on GitHub.
> 
> To sum up, the issue is that GridSearchCV does not handle the splitting of 
> the sample_weight vector during cross validation.
> 
> Nota bene: cross_val_score seems to handle the splitting OK, this issue seems 
> to occurr only in GridSearchCV.
> 
> Any comments enlightening me and showing me how wrong I am are most welcome.
> 
> 
> 
> 
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