FIX added assertion for ValueError when cv iterator is empty (scikit-…

…learn#12961)

* added assertion for ValueError when cv iterator is empty

* test value error message

* change to use match= instead of message= for pytest.raises

* fix regex escape char for flake8

* Added test case for unmached cv result length

* fix travis-ci issue

* use global X, y and n_split=3

* use true global X, y

sklearn/model_selection/_search.py

@@ -666,6 +666,17 @@ def evaluate_candidates(candidate_params):
                                in product(candidate_params,
                                           cv.split(X, y, groups)))
 
+                if len(out) < 1:
+                    raise ValueError('No fits were performed. '
+                                     'Was the CV iterator empty? '
+                                     'Were there no candidates?')
+                elif len(out) != n_candidates * n_splits:
+                    raise ValueError('cv.split and cv.get_n_splits returned '
+                                     'inconsistent results. Expected {} '
+                                     'splits, got {}'
+                                     .format(n_splits,
+                                             len(out) // n_candidates))
+
                 all_candidate_params.extend(candidate_params)
                 all_out.extend(out)
 

sklearn/model_selection/tests/test_search.py

@@ -1725,3 +1725,47 @@ def test_deprecated_grid_search_iid():
     grid = GridSearchCV(SVC(gamma='scale'), param_grid={'C': [1]}, cv=KFold(2))
     # no warning because no stratification and 54 % 2 == 0
     assert_no_warnings(grid.fit, X, y)
+
+
+def test_empty_cv_iterator_error():
+    # Use global X, y
+
+    # create cv
+    cv = KFold(n_splits=3).split(X)
+
+    # pop all of it, this should cause the expected ValueError
+    [u for u in cv]
+    # cv is empty now
+
+    train_size = 100
+    ridge = RandomizedSearchCV(Ridge(), {'alpha': [1e-3, 1e-2, 1e-1]},
+                               cv=cv, n_jobs=-1)
+
+    # assert that this raises an error
+    with pytest.raises(ValueError,
+                       match='No fits were performed. '
+                             'Was the CV iterator empty\\? '
+                             'Were there no candidates\\?'):
+        ridge.fit(X[:train_size], y[:train_size])
+
+
+def test_random_search_bad_cv():
+    # Use global X, y
+
+    class BrokenKFold(KFold):
+        def get_n_splits(self, *args, **kw):
+            return 1
+
+    # create bad cv
+    cv = BrokenKFold(n_splits=3)
+
+    train_size = 100
+    ridge = RandomizedSearchCV(Ridge(), {'alpha': [1e-3, 1e-2, 1e-1]},
+                               cv=cv, n_jobs=-1)
+
+    # assert that this raises an error
+    with pytest.raises(ValueError,
+                       match='cv.split and cv.get_n_splits returned '
+                             'inconsistent results. Expected \\d+ '
+                             'splits, got \\d+'):
+        ridge.fit(X[:train_size], y[:train_size])