AutoML: stopping_rounds isn't making it all the way down to some of the models, leading to overfitting
When running on Homesite I noticed that some of the models in the leaderboard were severely overfitting the training data. They have much higher training auc than xval auc.
I guess nobody noticed this before because we normally run with a holdout leaderboard_frame, while in this case I'm not splitting the training data into holdouts. When there's a holdout the disparity is more subtle and harder to spot.