Without seeing your code, it's hard to say exactly what went wrong, but you are violating the scikit-learn API convention. The constructor in the evaluation should set attributes only for values ββthat the user passes as arguments. All calculations must be performed in fit , and if fit must save the result of the calculation, it must do so in the attribute with a trailing underscore ( _ ). This convention means that clone and meta-evaluations such as GridSearchCV work.
(*) If you have ever seen an estimate in the main code base that violates this rule: this will be an error, and patches are welcome.
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