The problem I want to use auto-sklearn on is a time-series. Can we modify sklearn to include cv with time series?

Is your feature request related to a problem? Please describe.
With the current implementation, the _fit_transform_data_container function calls _fit_data_container() and then _transform_data_container(). With the right parameter, each of them can execute its handle_fit/handle_transform call in a parallel fashion.

Describe the solution you'd like
We should have an implementation of _f

Our lale.lib.lale package has a BaselineClassifier that simply predicts the majority class. Scikit-learn has a DummyClassifier that does the same, with a few additional useful configuration options. We should add the DummyClassifi

Repro:

from evalml.demos import load_breast_cancer
from evalml.automl import AutoMLSearch

X, y = load_breast_cancer()

automl = AutoMLSearch(X, y, problem_type="binary", max_batches=1)
automl.search()

Output:

The purpose of the warning is to warn us