Improved compatibility of seq feature selector and nested gridsearch

[rasbt]

Description

Some code rewrite that potentially addresses issues with GridSearch and nested parameter tuning if they existed.

Fixes #518
Fixes #511

Pull Request Checklist

• Added a note about the modification or contribution to the ./docs/sources/CHANGELOG.md file (if applicable)
• Added appropriate unit test functions in the ./mlxtend/*/tests directories (if applicable)
• Modify documentation in the corresponding Jupyter Notebook under mlxtend/docs/sources/ (if applicable)
• Ran nosetests ./mlxtend -sv and make sure that all unit tests pass (for small modifications, it might be sufficient to only run the specific test file, e.g., nosetests ./mlxtend/classifier/tests/test_stacking_cv_classifier.py -sv)
• Checked for style issues by running flake8 ./mlxtend

[pep8speaks]

Hello @rasbt! Thanks for updating this PR. We checked the lines you've touched for PEP 8 issues, and found:

There are currently no PEP 8 issues detected in this Pull Request. Cheers! 🍻

Comment last updated at 2019-05-11 00:34:11 UTC

[coveralls]

Coverage increased (+0.007%) to 91.579% when pulling 486a0cc on grid-support-feat-sele into f790243 on master.