Fit ensemble of models

        Parameters
        ----------
        X : array-like, shape = (n_samples, n_features)
            Training data.

        y : array-like, optional
            Target data if base estimators are supervised.

        Returns
        -------
        self

def fit(self, X, y=None, **fit_params):
        """Fit ensemble of models

        Parameters
        ----------
        X : array-like, shape = (n_samples, n_features)
            Training data.

        y : array-like, optional
            Target data if base estimators are supervised.

        Returns
        -------
        self
        """
        self._check_params()

        cv = check_cv(self.cv, X)
        self._fit(X, y, cv, **fit_params)

        return self