Hi!
Versions:
sklearn 0.18.1
numpy 1.11.3
Anaconda python 3.5 on ubuntu 16.04
What range is the cross_val_score supposed to be in? I was under the impression
from the documentation, although I cannot find it stated explicitly anywhere,
that it should be a number in the range [0, 1]. However, it appears that one
can get large negative values; see the ipython session below.
Cheers
Paul
In [2]: import numpy as np
In [3]: y = np.random.random((10, 3))
In [4]: x = np.random.random((10, 17))
In [5]: from sklearn.cross_decomposition import PLSRegression
In [6]: pls = PLSRegression(n_components=3)
In [7]: from sklearn.cross_validation import cross_val_score
In [8]: from sklearn.model_selection import cross_val_score
In [9]: cross_val_score(pls, x, y)
Out[9]: array([-32.52217837, -4.17228083, -5.88632365])
PS:
This happens even if I cheat by setting y to the predicted value, and cross
validate on that.
In [29]: y = x @ pls.coef_
In [30]: cross_val_score(pls, x, y)
/home/paul/anaconda3/envs/wp3-paper/lib/python3.5/site-packages/sklearn/cross_decomposition/pls_.py:293:
UserWarning: Y residual constant at iteration 5
warnings.warn('Y residual constant at iteration %s' % k)
/home/paul/anaconda3/envs/wp3-paper/lib/python3.5/site-packages/sklearn/cross_decomposition/pls_.py:293:
UserWarning: Y residual constant at iteration 6
warnings.warn('Y residual constant at iteration %s' % k)
/home/paul/anaconda3/envs/wp3-paper/lib/python3.5/site-packages/sklearn/cross_decomposition/pls_.py:293:
UserWarning: Y residual constant at iteration 6
warnings.warn('Y residual constant at iteration %s' % k)
Out[30]: array([-35.01267353, -4.94806383, -5.9619526 ])
In [34]: np.max(np.abs(y - x @ pls.coef_))
Out[34]: 0.0
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