[scikit-learn] Overflow Error with Cross-Validation (but not normally fitting the data)

[Sam Barnett]

To all,

I am working on a scikit-learn estimator that performs a version of SVC
with a custom kernel. Unfortunately, I have been presented with a problem:
when running a grid search (or even using the cross_val_score function), my
estimator encounters an overflow error when evaluating my kernel
(specifically, in an array multiplication operation). What is particularly
strange about this is that, when I train the estimator on the whole
dataset, this error does not occur. In other words: the problem only
appears to occur when the data is split into folds. Is this something that
has been seen before? How ought I fix this?

I have attached the source code below (in particular, see the notebook for
how the problem arises).

Best,
Sam
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