I think it refers to the test folds via the k-fold cross-validation that is 
internally used via the `cv` parameter of GridSearchCV (or the test folds of an 
alternative cross validation scheme that you may pass as an iterator to cv)

Best,
Sebastian

> On Jan 3, 2019, at 9:44 PM, lampahome <pahome.c...@mirlab.org> wrote:
> 
> as title
> 
> In the doc it says:
> 
> best_params_ : dict
> Parameter setting that gave the best results on the hold out data.
> 
> My question is what is the hold out data?
> It's score of train data or test data, or mean of train and test score?
> 
> thx
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