<p dir="auto">To track the issue, even though @rvraghav93 said he'll work on it ;)</p>
<p dir="auto">Nested cross-validation was possible before, but not when providing a custom cv object and either stratification or the number of samples not being divisible by the number of folds.<br>
Maybe StratifiedShuffleSplit would be a good example.</p>
<p dir="auto">We recently merged a change to cross-validation generators that allows, e.g. KFold to be performed within the training of an outer KFold operation. This should be illustrated with an example. Be creative!</p>