scikit-learn/scikit-learn — pull request #3136 by t-aft (2014-05-07 11:34:10+00:00)
Title: Update grid_search_digits.py

IMHO, this example does not use nested cross-validation. Proper nested cv is explained here: http://scikit-learn.org/stable/tutorial/statistical_inference/model_selection.html#grid-search. Calling the procedure "nested" cv (even in inverted commas) is confusing.