scikit-learn/scikit-learn — pull request #3720 by mblondel (2014-09-29 14:46:22+00:00)
Title: [WIP] OOB-aware grid search.

This is a proof-of-concept of out-of-bag (OOB) aware grid search.

Some difficulties:
- gradient boosting and random forest / bagging seem to have inconsistent OOB attributes
- need a dirty hack because of current scorer API design (the new design in #2759 may solve the problem)