def _make_estimator(self, append=True):
        """Make and configure a copy of the `base_estimator_` attribute.

        Warning: This method should be used to properly instantiate new
        sub-estimators.
        """
        estimator = clone(self.base_estimator_)
        estimator.set_params(**dict((p, getattr(self, p))
                                    for p in self.estimator_params))

        if append:
            self.estimators_.append(estimator)

        return estimator