sklearn基于make_scorer函数构建自定义损失函数或者评估指标
# 导入需要的包和库
# Load libraries
from sklearn.metrics import make_scorer, r2_score
from sklearn.model_selection import train_test_split
from sklearn.linear_model import Ridge
from sklearn.datasets import make_regression
# 使用make_regression函数构建仿真数据;
# 使用train_test_split函数进行数据划分;
# Generate features matrix and target vector
X, y = make_regression(n_samples = 100,
n_features = 3,
random_state = 1)
# Create training set and test set
X_train, X_test, y_train, y_test = train_t