@GaelVaroquaux, do you think `fit_and_score` should be public? Personally, I don't think either it or `fit_grid_point` should be public (and while not `_`-prefixed, `fit_grid_point` isn't in classes.rst, nor is it any longer the right name for that function). It makes it much harder to add functionality to grid search etc. since every modification to its output is an API change.