@jnothman I see your point.... however as you said `train_test_split` on 21 files doesn't give much improvement.

On the other side, the positive class was chosen to be somewhat uniformly represented in the data:

"""
 grep -c '<D>acq</D>' reuters/*sgm
reuters/reut2-000.sgm:108
reuters/reut2-001.sgm:88
reuters/reut2-002.sgm:132
reuters/reut2-003.sgm:159
reuters/reut2-004.sgm:104
reuters/reut2-005.sgm:122
reuters/reut2-006.sgm:125
reuters/reut2-007.sgm:134
reuters/reut2-008.sgm:115
reuters/reut2-009.sgm:125
reuters/reut2-010.sgm:114
reuters/reut2-011.sgm:146
reuters/reut2-012.sgm:132
reuters/reut2-013.sgm:49
reuters/reut2-014.sgm:42
reuters/reut2-015.sgm:90
reuters/reut2-016.sgm:121
reuters/reut2-017.sgm:155
reuters/reut2-018.sgm:93
reuters/reut2-019.sgm:163
reuters/reut2-020.sgm:58
reuters/reut2-021.sgm:73
"""

Maybe adding a note on this fact would suffice ?