1. Cross Validation是用来进行交叉验证
先导入一些依赖包
from sklearn.ensemble import GradientBoostingClassifier
from sklearn.cross_validation import cross_val_score
from sklearn import metrics
import numnpy as np
import pandas as pd
2. 设置模型和评价指标,开始用不同的参数训练模型
clf = GradientBoostingClassifier()
scores = cross_val_score(clf, X, y, cv=10, scoring="f1") #返回的scores是一个数组
3. 获取scores的均值
scores.mean()