WIP better Pandas support.

Don't convert dataframes in grid search and cross-validation.

If we can agree on this, I'll
* [ ] add tests
* [ ] rename allow_lists to force_array (and invert the meaning). It's an internal parameter anyhow. 
> check_data_format?

:+1:

> anyway this renaming / refactoring should better be done in another PR
> in my opinion.

:+0: