[scikit-learn] GradientBoostingRegressor with training, validation, and test set.

[Olivier Grisel]

GridSearchCV will automatically generate the validation sets
internally (this is where the "CV" comes from). So you don't have to
generate a validation set if you decide to use GridSearchCV to select
the best model.

More details here:

http://scikit-learn.org/stable/model_selection.html

-- 
Olivier