[MRG] DOC add non support of COO safe indexing
@@ -135,6 +135,11 @@ def safe_indexing(X, indices):
-------
subset
Subset of X on first axis
+
+ Notes
+ -----
+ CSR, CSC, and LIL sparse matrices are supported. COO sparse matrices are
+ not supported.
"""
if hasattr(X, "iloc"):
# Pandas Dataframes and Series
