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Avoid duplicating data in cross_val_score #7919

@ohadle

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@ohadle

I'm using a large dataset which takes up most of my memory. cross_val_score is basically unable to run on it (I get a MemoryError) since AFAICT data is duplicated for each fold (with list() here):

cv_iter = list(cv.split(X, y, groups))

Would it be possible to use views or otherwise avoid this duplication?

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