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Version: current master branch (19.)
GridSearchCV fits all the classifiers on the first split, then all the classifers on the second split, etc.
This is suboptimal for caching in the pipeline, since most intermediate transformers will be fitted with same input when the grid search runs with several jobs (since no caching has been done yet).
The order should be: fit the first classifier on all splits, then second classifier on all splits, etc
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