Ok, you are right, pipelining doesn't really makes sense.
I still feel that we should keep the "everything in init" pattern, as it is easy to remember and options are easy to discover.
If we make it a function argument here users will have to look it up in the docs every time they want to use it.

The option I introduced was not to overwrite what was done in ``fit`` but for the case that ``fit`` is not called btw.