Adding known issue with GridSearch #89

docs/user_guide.rst

@@ -13,4 +13,5 @@ presents a step-by-step tutorial to fit and predict new instances using several
     user_guide/installation
     user_guide/development
     user_guide/tutorial
+    user_guide/known_issues
 

docs/user_guide/known_issues.rst

@@ -0,0 +1,24 @@
+.. _known_issues:
+
+Known Issues
+============
+
+The estimators in this library are not compatible with scikit-learn's GridSearch, and other CV methods. That is, the following is not supported:
+
+.. code-block:: python
+
+    from deslib.des.knora_e import KNORAE
+    from sklearn.model_selection import GridSearchCV
+
+    # (...) initialize a pool of classifiers
+    kne = KNORAE(pool_classifiers)
+
+    # Do a grid search on KNORAE's "k" parameter
+    params = {'k': [1, 3, 5, 7]}
+
+    grid = GridSearchCV(kne, params)
+    grid.fit(X_dsel, y_dsel)  # Raises an error
+
+This is due to a limitation of a scikit-learn method (sklearn.base.clone), under discussion in this issue_
+
+.. _issue: https://github.com/scikit-learn/scikit-learn/issues/8370