scikit-learn/scikit-learn — pull request #1271 by VirgileFritsch (2012-10-23 20:06:00+00:00)
Title: BF: GridSearchCV + unsupervised covariance shrinkage selection (example).

Following @GaelVaroquaux's suggestion, I revisited the shrunk covariance example by adding an unsupervised GridSearchCV estimator selection.

This lead me to adapt grid_search.py since it broke when y=None (as far as I understood, a call to clf.fit was made with y=None but the latter argument may be unexpected). I decided to completely separate the case y==None and the complementary case. The tests did not break subsequently to my change so I guess it could be kept like that. Thoughts?

I took this opportunity to magnify the example. I'm quite proud of the result but I am afraid it breaks with some old versions of matplotlib.