scikit-learn/scikit-learn — pull request #2823 by arahuja (2014-02-04 04:22:55+00:00)
Title: Fixing MAE and MSE errors. should not be negative when used in cross_val

Setting greater_is_better=True causes the sign in _PredictScorer to be negative. This leads to negative values when using LinearRegression in cross_val_score

Alternatively, we could adjust the return statement in _PredictScorer.__call__
return self._sign * self._score_func(y_true, y_pred, **self._kwargs)

Also, I found this mailthread on the issue: https://www.mail-archive.com/scikit-learn-general@lists.sourceforge.net/msg08945.html

That mailthread implies that this is not the correct fix, but I wanted to discuss how to correct this.