title: Does GridSearchCV perform cross-validation?
body: <p>I'm currently working on a problem which compares three different machine learning algorithms performance on the same data-set. I divided the data-set into 70/30 training/testing sets and then performed grid search for the best parameters of each algorithm using GridSearchCV and <code>X_train, y_train</code>.</p>
  
  <p>First question, am I suppose to perform grid search on the training set or is it suppose to be on the whole data-set?</p>
  
  <p>Second question, I know that GridSearchCV uses K-fold in its' implementation, does it mean that I performed cross-validation if I used the same <code>X_train, y_train</code> for all three algorithms I compare in the GridSearchCV?</p>
  
  <p>Any answer would be appreciated, thank you.</p>