Internal function to perform fit_transform() on all but last step.

def _preprocess(self, data):
        """
        Internal function to perform fit_transform() on all but last step.
        """
        transformed_data = _copy(data)
        for name, step in self._transformers[:-1]:
            transformed_data = step.fit_transform(transformed_data)
            if type(transformed_data) != _tc.SFrame:
                raise RuntimeError("The transform function in step '%s' did not"
                    " return an SFrame (got %s instead)." % (name,
                                            type(transformed_data).__name__))
        return transformed_data