We indeed need to find a way to explicitly handle the precomputed
"kernel", "Gram", "affinity" matrix in a consistent way.

Maybe it would be better to have a dedicated method for this use case
rather that using complex kwargs in the `fit` method. What about using
a `fit_from_kernel` or `fit_from_affinity` method (if you find a
better name)?

If someone wants to make a design proposal that is able to handle the
following use cases with worked examples:

- precomputed kernels for SVM both for classification and regression
- precomputed affinity for spectral clustering and affinity propagation
- precomputed empirical covariance for GraphLasso
- (maybe there are other similar cases in Manifold)
- how this would impact pipelining, cross validation and grid search.

-- 
Olivier

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