BasePredictor stores in memory the references to X and y passed during fit.

[rtanase]

Describe the bug
X and y are being stored within BasePredictor upon calling fit().

To Reproduce
Steps to reproduce the behavior:
call fit() on an predictor and then check estimator.X_ and estimator.y_ .

Expected behavior
there shouldn't be a need to cache the training set within the predictor.

Screenshots
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Desktop (please complete the following information):

• OS: [e.g. iOS]
• Browser [e.g. chrome, safari]
• Version [e.g. 22]

Smartphone (please complete the following information):

• Device: [e.g. iPhone6]
• OS: [e.g. iOS8.1]
• Browser [e.g. stock browser, safari]
• Version [e.g. 22]

Additional context
Add any other context about the problem here.