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Fixes #1513

raise ValueError(
"When a transformer outputs a sparse array or sparse matrix,"
" all columns of the input dataframe must beselected. Got"
f" cols={self.cols!r} instead of skrub.selectors.all()."
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Hi Vincent, I have a naive question/suggestion about this raise, would it be a good idea to put a brief observation in the docstring of cols arg to use all columns for sparse objects (despite that it is the default behaviour) ?

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skb.apply does not support some scikit-learn estimators

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