title: Making scikit-learn train on all training data after cross-validation
body: <p>I'm using scikit-learn to train classifiers. I want also to do cross validation, but after cross-validation I want to train on the entire dataset. I found that cross_validation.cross_val_score() just returns the scores.</p>
  
  <p>Edit: I would like to train the classifier that had the best cross-validation score with all of my data.</p>