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. 
I agree that `allow_lists` is not a good name. The function itself should probably be refactored as a  `check_data` function and we could use better parameter name for that guy instead.