Regression metrics

Cross-validation with a regression metric is straightforward with scikit-learn. Either import a score function from sklearn.metrics and place it within a make_scorer function, or you could create a custom scorer for a particular data science problem.

Getting ready

Load a dataset that utilizes a regression metric. We will load the Boston housing dataset and split it into training and test sets:

from sklearn.datasets import load_boston
boston = load_boston()

X = boston.data
y = boston.target

from sklearn.model_selection import train_test_split, cross_val_score
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=7)

We do not know much about the dataset. We can try a quick grid search...