title: Feature counts don't match
body: <p>I'm using scikit to do a simple classification task. I have a test and train data set, their shapes are as follows: train = (1000, 69917) and test = (1073, 49429). When I do something like:</p>
  
  <pre><code>clf.fit(X_train, Y_train)
  predicted = clf.predict(X_test)
  </code></pre>
  
  <p>I get the following error:</p>
  
  <pre><code>ValueError: X has 49429 features per sample; expecting 69917
  </code></pre>