[BUG] clarify tuning estimators' docstrings and error messages in case of refit=False
#4945
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This PR fixes #4929
As discussed there, the
refit=False
parameter was incorrectly described in docstrings, and error messages that were raised were not informative.This PR updates the docstring with a clear description of how
refit=False
is intended to be used, and adds an informative error message.