[scikit-learn] Automatic ThresholdClassifier based on cost-function - Classifier Interface?

[Anton]

> 
>> screws you over since it passes the parameters to __init__(). I 
>> expected the usage of set_params() here, but I'm getting my 
>> gridsearch parameters passed to __init__().
>> Is this intended?
>> 
> I don't know what you mean by "screws you over". You just have to 
> explicitly list all parameters.

There is a hidden assumption that next to set_param() some methods may 
alternatively use __init__() to set parameters. That's why I had to 
jump through multiple hoops to get a meta-classifier which 
transparently shadows all variables. Usually you would expect that all 
parts stick to the convention of using one way to set parameters only 
(set_params())
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