[WIP] OOB-aware grid search.

[mblondel]

This is a proof-of-concept of out-of-bag (OOB) aware grid search.

Some difficulties:

• gradient boosting and random forest / bagging seem to have inconsistent OOB attributes
• need a dirty hack because of current scorer API design (the new design in [WIP] Multiple-metric grid search #2759 may solve the problem)

[adrinjalali]

Is this still relevant, there doesn't seem to be much interest in it. Since it never got out of the PoC stage and our grid search has evolved since then, closing, for a fresh implementation to come up once needed.

[amueller]

@adrinjalali doing this in some way is on the roadmap, but indeed we probably need a fresh start.