Reduce peak memory usage of kfold_varsel()
#419
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This (more precisely, commit e11edc7) reduces the peak memory usage of
kfold_varsel()massively by avoiding that the output ofselect()andget_submodls()from all CV folds is stored in common (very large) objects (search_path_cvandsubmodls_cv). This movement of large portions of code should also be beneficial for a future parallelization across CV folds (because with this PR, we have all code that needs to be run on one worker within a single function) and in my opinion, it also enhances the readability ofkfold_varsel().The readability of
kfold_varsel()-related functions is also enhanced by commits 23b274e to c64ac57 which are just refactoring commits.