title: Stratified GroupShuffleSplit in Scikit-learn
body: <p>I would like to ask if it is possible to do "Stratified GroupShuffleSplit" in scikit-learn which is in other words a combination of <a href="http://scikit-learn.org/stable/modules/generated/sklearn.model_selection.GroupShuffleSplit.html#sklearn.model_selection.GroupShuffleSplit" rel="nofollow noreferrer">GroupShuffleSplit</a> and <a href="http://scikit-learn.org/stable/modules/generated/sklearn.model_selection.StratifiedShuffleSplit.html" rel="nofollow noreferrer">StratifiedShuffleSplit</a></p>
  
  <p>Here is a sample of the code I am using:</p>
  
  <pre><code>cv=GroupShuffleSplit(n_splits=n_splits,test_size=test_size,\
      train_size=train_size,random_state=random_state).split(\
      allr_sets_nor[:,:2],allr_labels,groups=allr_groups)
  opt=GridSearchCV(SVC(decision_function_shape=dfs,tol=tol),\
      param_grid=param_grid,scoring=scoring,n_jobs=n_jobs,cv=cv,verbose=verbose)
  opt.fit(allr_sets_nor[:,:2],allr_labels)
  </code></pre>
  
  <p>Here I applied the <code>GroupShuffleSplit</code> but I still want to add the startification according to <code>allr_labels</code></p>