Hi all,
Is there any to get the score on the training data for each parameter set
(and each fold) when running GridSearchCV? While I haven't looked too
closely at the code, it appears that
BaseSearchCV<https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/grid_search.py#L378>uses
the
_fit_and_score<https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/cross_validation.py#L1118>
method,
which does have the ability to calculated and return scores on the training
data, but that this functionality isn't exposed in GridSearchCV.
The use case for this would to compare training and test error (ala the
classic training error and test error vs. model complexity
plot<http://link.springer.com/protocol/10.1007%2F978-1-60327-429-6_15/fulltext.html#Fig3_15>
)
-Robert
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