{"action":"created","comment":{"url":"https://api.github.com/repos/scikit-learn/scikit-learn/pulls/comments/65736706","id":65736706,"diff_hunk":"@@ -1846,3 +1853,467 @@ def apply(self, X):\n         leaves = super(GradientBoostingRegressor, self).apply(X)\n         leaves = leaves.reshape(X.shape[0], self.estimators_.shape[0])\n         return leaves\n+\n+\n+class GradientBoostingClassifierCV(BaseEstimator):\n+    \"\"\" Gradient Boosting Classification with Cross Validation\n+\n+    This class keeps adding estimators to the underlying GB estimator till\n+    adding a new estimators does not affect the score by much. The goal of this\n+    class is to determine the best choice of `n_estimators` for each set of\n+    parameters. In most cases, this will be much faster than using\n+    :class:`sklearn.model_selection.GridSearchCV` due to early stopping.\n+    All parameters which are not parsed by this class are passed directly to\n+    the underlying Gradient Boosting estimator. If one or more parameters is a\n+    list, the Gradient Boosting model is evaluated for all elements of the\n+    list.\n+\n+    Parameters\n+    ----------\n+    n_stop_rounds : int, optional, default=10\n+        If the score on the test set rounded off to `score_precision` decimal\n+        places does not change for `n_stop_rounds` iterations, the gradient\n+        boosting is halted.\n+\n+    score_precision : int, optional, default=2\n+        The number of decimal places to round the score off by before\n+        comparing it with the scores of previous iterations.\n+\n+    max_iterations : int, optinal, default=10000","path":"sklearn/ensemble/gradient_boosting.py","position":51,"original_position":51,"commit_id":"a6178fa15403a26b15789cccf749d3f6702c692f","original_commit_id":"27a2e639fd460588c24983664b323a13e7b33448","user":{"login":"ogrisel","id":89061,"avatar_url":"https://avatars.githubusercontent.com/u/89061?v=3","gravatar_id":"","url":"https://api.github.com/users/ogrisel","html_url":"https://github.com/ogrisel","followers_url":"https://api.github.com/users/ogrisel/followers","following_url":"https://api.github.com/users/ogrisel/following{/other_user}","gists_url":"https://api.github.com/users/ogrisel/gists{/gist_id}","starred_url":"https://api.github.com/users/ogrisel/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/ogrisel/subscriptions","organizations_url":"https://api.github.com/users/ogrisel/orgs","repos_url":"https://api.github.com/users/ogrisel/repos","events_url":"https://api.github.com/users/ogrisel/events{/privacy}","received_events_url":"https://api.github.com/users/ogrisel/received_events","type":"User","site_admin":false},"body":"Please rename it to `max_iter` to follow the project naming conventions.","created_at":"2016-06-03T16:29:39Z","updated_at":"2016-06-03T16:29:39Z","html_url":"https://github.com/scikit-learn/scikit-learn/pull/5689#discussion_r65736706","pull_request_url":"https://api.github.com/repos/scikit-learn/scikit-learn/pulls/5689","_links":{"self":{"href":"https://api.github.com/repos/scikit-learn/scikit-learn/pulls/comments/65736706"},"html":{"href":"https://github.com/scikit-learn/scikit-learn/pull/5689#discussion_r65736706"},"pull_request":{"href":"https://api.github.com/repos/scikit-learn/scikit-learn/pulls/5689"}}},"pull_request":{"url":"https://api.github.com/repos/scikit-learn/scikit-learn/pulls/5689","id":49480466,"html_url":"https://github.com/scikit-learn/scikit-learn/pull/5689","diff_url":"https://github.com/scikit-learn/scikit-learn/pull/5689.diff","patch_url":"https://github.com/scikit-learn/scikit-learn/pull/5689.patch","issue_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5689","number":5689,"state":"open","locked":false,"title":"[MRG] Gradient Boosting Classifier CV","user":{"login":"vighneshbirodkar","id":3823490,"avatar_url":"https://avatars.githubusercontent.com/u/3823490?v=3","gravatar_id":"","url":"https://api.github.com/users/vighneshbirodkar","html_url":"https://github.com/vighneshbirodkar","followers_url":"https://api.github.com/users/vighneshbirodkar/followers","following_url":"https://api.github.com/users/vighneshbirodkar/following{/other_user}","gists_url":"https://api.github.com/users/vighneshbirodkar/gists{/gist_id}","starred_url":"https://api.github.com/users/vighneshbirodkar/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/vighneshbirodkar/subscriptions","organizations_url":"https://api.github.com/users/vighneshbirodkar/orgs","repos_url":"https://api.github.com/users/vighneshbirodkar/repos","events_url":"https://api.github.com/users/vighneshbirodkar/events{/privacy}","received_events_url":"https://api.github.com/users/vighneshbirodkar/received_events","type":"User","site_admin":false},"body":"A reincarnation of #1036 with early stopping. I will add the documentation and an example soon\r\nThe early stopping API is inspired by that of [xgboost](http://xgboost.readthedocs.org/en/latest/python/python_api.html)","created_at":"2015-11-02T20:21:22Z","updated_at":"2016-06-03T16:29:39Z","closed_at":null,"merged_at":null,"merge_commit_sha":"7f77a4f28e0b275f848476962eaf9aaaf992d11b","assignee":null,"milestone":null,"commits_url":"https://api.github.com/repos/scikit-learn/scikit-learn/pulls/5689/commits","review_comments_url":"https://api.github.com/repos/scikit-learn/scikit-learn/pulls/5689/comments","review_comment_url":"https://api.github.com/repos/scikit-learn/scikit-learn/pulls/comments{/number}","comments_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5689/comments","statuses_url":"https://api.github.com/repos/scikit-learn/scikit-learn/statuses/a6178fa15403a26b15789cccf749d3f6702c692f","head":{"label":"vighneshbirodkar:gbcv","ref":"gbcv","sha":"a6178fa15403a26b15789cccf749d3f6702c692f","user":{"login":"vighneshbirodkar","id":3823490,"avatar_url":"https://avatars.githubusercontent.com/u/3823490?v=3","gravatar_id":"","url":"https://api.github.com/users/vighneshbirodkar","html_url":"https://github.com/vighneshbirodkar","followers_url":"https://api.github.com/users/vighneshbirodkar/followers","following_url":"https://api.github.com/users/vighneshbirodkar/following{/other_user}","gists_url":"https://api.github.com/users/vighneshbirodkar/gists{/gist_id}","starred_url":"https://api.github.com/users/vighneshbirodkar/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/vighneshbirodkar/subscriptions","organizations_url":"https://api.github.com/users/vighneshbirodkar/orgs","repos_url":"https://api.github.com/users/vighneshbirodkar/repos","events_url":"https://api.github.com/users/vighneshbirodkar/events{/privacy}","received_events_url":"https://api.github.com/users/vighneshbirodkar/received_events","type":"User","site_admin":false},"repo":{"id":41329896,"name":"scikit-learn","full_name":"vighneshbirodkar/scikit-learn","owner":{"login":"vighneshbirodkar","id":3823490,"avatar_url":"https://avatars.githubusercontent.com/u/3823490?v=3","gravatar_id":"","url":"https://api.github.com/users/vighneshbirodkar","html_url":"https://github.com/vighneshbirodkar","followers_url":"https://api.github.com/users/vighneshbirodkar/followers","following_url":"https://api.github.com/users/vighneshbirodkar/following{/other_user}","gists_url":"https://api.github.com/users/vighneshbirodkar/gists{/gist_id}","starred_url":"https://api.github.com/users/vighneshbirodkar/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/vighneshbirodkar/subscriptions","organizations_url":"https://api.github.com/users/vighneshbirodkar/orgs","repos_url":"https://api.github.com/users/vighneshbirodkar/repos","events_url":"https://api.github.com/users/vighneshbirodkar/events{/privacy}","received_events_url":"https://api.github.com/users/vighneshbirodkar/received_events","type":"User","site_admin":false},"private":false,"html_url":"https://github.com/vighneshbirodkar/scikit-learn","description":"scikit-learn: 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