What kind of scores are returned by cross_validation.cross_val_score?

Question

I can't find this information in sci-kit learn documentation. But based on the numbers I got, it doesn't look like scores are mean squared error.

Answer 1

cross_val_score calls the .score() method of the estimator you pass in and what that returns varies depending on the estimator. You have to look into the documentation for each estimator to find out what the corresponding .score() method returns. You can override this default behaviour with the scoring parameter. This is documented here.