title: ValueError: unknown is not supported on multiclass dependent variable
body: <p>I'm trying to fit a vector in sklearn, but I'm receiving this error:</p>
  
  <blockquote>
    <p>ValueError: unknown is not supported
    This is my code:</p>
  </blockquote>
  
  <pre><code>    X = df_features.values
      X = X.reshape((len(X),len(df_features.columns)))
      Y = df_train['action'].values
      Y = Y.reshape((len(Y),))
  
  pipeline = Pipeline([
   ('clf', RandomForestClassifier())
  ])
  
  parameters = {
      'clf__max_depth': [5,7,9],
      'clf__max_features': [3,4,5],
      'clf__min_samples_leaf': [3,4,5,6,7],
      'clf__bootstrap': [True]
  }
  
  score_func = make_scorer(metrics.f1_score,average='weighted')
  
  grid_search = GridSearchCV(pipeline, parameters, n_jobs=3,
    verbose=1, scoring=score_func)
  
  grid_search.fit(X, Y)
  </code></pre>
  
  <p>This is Y sample data:</p>
  
  <blockquote>
    <p>['NOTHING', 'NOTHING', 'SELL', 'SELL', 'NOTHING',
           'NOTHING', 'NOTHING']</p>
  </blockquote>
  
  <p>How can I fix this?<br>
  Thanks</p>