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. 
> The function itself should probably be refactored as a check_data
> function

check_data_matrices? check_data_type? I don't really like 'check_data'.