SLEP needed: warm starting with Pipelines, and safer warm starting

[jnothman]

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It should be possible for an estimator to check or propose that a particular parameter change would be appropriate to do with warm start. It should also be possible to for the estimator's fit to be aware of what parameters have changed for its warm start.

See https://github.com/scikit-learn/scikit-learn/pull/8230#issuecomment-468907013

[NicolasHug]

What followed from the aforementioned comment is https://github.com/scikit-learn/scikit-learn/pull/15105 (closed, but can be re-opened).

Also related: these notes on how warm-starting within a grid search is fundamentally different from warm-starting within SH https://github.com/scikit-learn/scikit-learn/issues/15125

[jnothman]

Thanks for the reminders! These got lost from my agenda when I lost some browser tabs....