cross_val_score in sklearn

Using cross_val_score in sklearn, simply explained

Cross_val_score is a common function to use during the testing and validation phase of your machine learning model development. In this post I will explain what it is, what you can use it for, and how to implement it in Python.

Stephen Allwright
Stephen Allwright

Cross_val_score is a common function to use during the testing and validation phase of your machine learning model development. In this post I will explain what it is, what you can use it for, and how to implement it in Python.

Cross_val_score in sklearn, what is it?

Cross_val_score is a function in the scikit-learn package which trains and tests a model over multiple folds of your dataset. This cross validation method gives you a better understanding of model performance over the whole dataset instead of just a single train/test split.

The process that cross_val_score uses is typical for cross validation and follows these steps:

  1. The number of folds is defined, by default this is 5
  2. The dataset is split up according to these folds, where each fold has a unique set of testing data
  3. A model is trained and tested for each fold
  4. Each fold returns a metric for it's test data
  5. The mean and standard deviation of these metrics can then be calculated to provide a single metric for the process

An illustration of how this works is shown below:

cross_val_score cross validation process

What is cross_val_score used for?

Cross_val_score is used as a simple cross validation technique to prevent over-fitting and promote model generalisation.

The typical process of model development is to train a model on one fold of data and then test on another. But how do we know that this single test dataset is representative? This is why we use cross_val_score and cross validation more generally, to train and test our model on multiple folds such that we can be sure out model generalises well across the whole dataset and not just a single portion.

If we see that the metrics for all folds in cross_val_score are uniform then it can be concluded that the model is able to generalise, however if there are significant differences between them then this may indicate over-fitting to certain folds and would need to be investigated further.

How many folds should I use in cross_val_score?

By default cross_val_score uses a 5-fold strategy, however this can be adjusted in the cv parameter.

But how many folds should you choose?

There is unfortunately no hard and fast rules when it comes to how many folds you should choose. A general rule of thumb though is that the number of folds should be as large as possible such that each split has enough observations to generalise from and be tested on.

Can I train my model using cross_val_score?

A common question developers have is whether cross_val_score can also function as a way of training the final model. Unfortunately this is not the case. Cross_val_score is a way of assessing a model and it’s parameters, and cannot be used for final training. Final training should take place on all available data and tested using a set of data that has been held back from the start.

Can I use cross_val_score for classification and regression?

Cross_val_score is a function which can be used for both classification and regression models. The only major difference between the two is that by default cross_val_score uses Stratified KFold for classification, and normal KFold for regression.

Which metrics can I use in cross_val_score

By default cross_val_score uses the chosen model’s default scoring metric, but this can be overridden with your metric of choice in the scoring parameter.

The common metrics provided by sklearn are passable as a string into this parameter, where some typical choices would be:

  • ‘accuracy’
  • ‘balanced_accuracy’
  • ‘roc_auc’
  • ‘f1’
  • ‘neg_mean_absolute_error’
  • ‘neg_root_mean_squared_error’
  • ‘r2’

How to implement cross_val_score in Python

This function is simple to implement in Python, but first let’s look at how it fits into a typical machine learning development workflow:

  1. Create a dataset
  2. Run hyper-parameter tuning
  3. Create model object with desired parameters
  4. Run cross_val_score to test model performance
  5. Train final model on full dataset

Therefore, in order to use this function we need to first have an idea of the model we want to use and a prepared dataset to test it on. Let’s look at how this process would look in Python using a Linear Regression model and the Diabetes dataset from sklearn:

from sklearn import datasets
from sklearn.model_selection import cross_val_score
from sklearn.linear_model import LinearRegression

X, y = datasets.load_diabetes(return_X_y=True)
model = LinearRegression()
scores = cross_val_score(model, X, y, cv=5, scoring='neg_root_mean_squared_error')

print("Mean score of %0.2f with a standard deviation of %0.2f" % (scores.mean(), scores.std()))

Function parameters for cross_val_score

There are a number of parameters that you should be aware of when using this function. They are:

  • estimator - The model object to use to fit the data
  • X - The data to fit the model on
  • y - The target of the model
  • scoring - The error metric to use
  • cv - The number of splits to use

Summary of the cross_val_score function

Cross_val_score is a method which runs cross validation on a dataset to test whether the model can generalise over the whole dataset. The function returns a list of one score per split, and the average of these scores can be calculated to provide a single metric value for the dataset. This is a function and a technique which you should add to your workflow to make sure you are developing highly performant models.

Using cross_validate in sklearn
Difference between cross_val_score and cross_validate
What is a baseline machine learning model?
Fix sklearn.cross_validation import error

References

cross_val_score documentation
Cross validation guide from sklearn

Metrics

Stephen Allwright Twitter

I'm a Data Scientist currently working for Oda, an online grocery retailer, in Oslo, Norway. These posts are my way of sharing some of the tips and tricks I've picked up along the way.

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