Description

With classes like sklearn.model_selection.GridSearchCV and even skopt.BayesSearchCV they take a cv parameter that can be any object that produces train/test splits. In the case of using sklearn.model_selection.GroupKFold as the cv object, it requires a groups variable to be passed to fit. In both these classes, they allow groups to be passed to fit that's then passed to the underlying GroupKFold. However, sklearn.calibration.CalibratedClassifierCV doesn't allow the groups variable to fit even though it says it accepts any cv object.