title: GridSearchCV - save result each iteration
body: <p>I'm using <a href="http://scikit-learn.org/stable/modules/generated/sklearn.model_selection.GridSearchCV.html" rel="noreferrer">GridSearchCV</a>, and after each iteration I want to save the <code>clf.cv_results_</code> property to a file, (just in case that the process will crash in the middle). </p>
  
  <p>I tried looking for a solution but I just couldn't figure it out. </p>
  
  <p>Any help will be appreciated.</p>