Add whats_new entry

lesteve · lesteve · commit d5e9bfbfb3e5 · 2021-09-15T15:40:11.000+02:00
diff --git a/doc/whats_new/v1.1.rst b/doc/whats_new/v1.1.rst
@@ -38,6 +38,12 @@ Changelog
     :pr:`123456` by :user:`Joe Bloggs <joeongithub>`.
     where 123456 is the *pull request* number, not the issue number.
 
+:mod:`sklearn.model_selection`
+..............................
+
+- |Enhancement| raise an error when all the fits fail in cross-validation or
+  grid-search. :pr:`21026` by :user:`Loïc Estève <lesteve>`
+
 :mod:`sklearn.utils`
 ....................
 
@@ -54,6 +60,7 @@ Changelog
   and :user:`András Simon <simonandras>`.
 
 
+
 Code and Documentation Contributors
 -----------------------------------
 
