It goes in a circle a few times between kernelbase and kernelReg methods but ends up in `_compute_reg_bw`
which then minimizes either `cv_ls=self.cv_loo` or `aic=self.aic_hurvich`.
quite a detour.

so `bw ='cv_ls'` means we run the leave-one-out loop `cv_loo`. If efficient is true, we run the LOO loop for each subset.