title: How does RandomSearchCV handle models/memory?
body: <p>I was wondering how <code>sklearn.model_selection.RandomizedSearchCV</code> (and for <code>GridSearchCV</code> in an extent) was handling models, info and memory.
  In fact, despite some researches, I couldn't find any resources explaining  (either with <code>n_jobs =-1</code> or <code>&gt;1</code>) what was stored every stacking step.</p>
  
  <p>Even though I'm pretty sure that every model is stored because you can retrieve the model with the best parameters, but does it keep every one of them? Or does it keep at every step the best one between the last constructed one with the stored one?</p>
  
  <p>Thanks in advance for your responses :)</p>