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. 
For the next person: if ``allow_lists`` is not ``True`` we actually want to convert to an array. Which is why I'd like to rename it to ``force_array``. It is currently used only in cross_validation and GridSearchCV as a "pass through" argument.