I would add a note that when stateless feature extraction is not possible, one would need to perform several passes over the data. I think @zxtx has been working on some doc or example to do that.

We probably need an example that does 2 passes learning with a stateful feature extraction layer (for instance using a TfidfTransformer) or features based on minibatchkmeans centers. Maybe @amueller has an example piece of code somewhere for image classification on CIFAR?

The current implementation `TfidfTransformer` does not have a `partial_fit` method. We would need to implement it first, probably better done in a separate PR.