{"action":"opened","issue":{"url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/6063","labels_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/6063/labels{/name}","comments_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/6063/comments","events_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/6063/events","html_url":"https://github.com/scikit-learn/scikit-learn/issues/6063","id":122958181,"number":6063,"title":"GridSearchCV with large KFold splits sometimes have overlapping train and test sets","user":{"login":"arthurmensch","id":4078691,"avatar_url":"https://avatars.githubusercontent.com/u/4078691?v=3","gravatar_id":"","url":"https://api.github.com/users/arthurmensch","html_url":"https://github.com/arthurmensch","followers_url":"https://api.github.com/users/arthurmensch/followers","following_url":"https://api.github.com/users/arthurmensch/following{/other_user}","gists_url":"https://api.github.com/users/arthurmensch/gists{/gist_id}","starred_url":"https://api.github.com/users/arthurmensch/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/arthurmensch/subscriptions","organizations_url":"https://api.github.com/users/arthurmensch/orgs","repos_url":"https://api.github.com/users/arthurmensch/repos","events_url":"https://api.github.com/users/arthurmensch/events{/privacy}","received_events_url":"https://api.github.com/users/arthurmensch/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":0,"created_at":"2015-12-18T14:30:29Z","updated_at":"2015-12-18T14:30:29Z","closed_at":null,"body":"When using a large number of samples, `train` and `test` in `_fit_and_score` and thus memory-mapped within the `Parallel` loop. I have found out that in this case, `train` and `test` can be overlapping, while they are generate by a `KFold(3, shuffle=False)`. I suspect some collisions in joblib there. I discovered that by seeing that some of my scores were unexpectedly low in the `grid_scores_` past a specific number of samples.\r\n\r\nI will try to reproduce ASAP"}}