full_code.py

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from sklearn.datasets import load_iris
from sklearn.cross_validation import train_test_split
from sklearn.neighbors import KNeighborsClassifier

iris = load_iris()
X = iris.data
y = iris.target

# test train split #
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=4)
knn = KNeighborsClassifier(n_neighbors=5)
knn.fit(X_train, y_train)
y_pred = knn.predict(X_test)
print(knn.score(X_test, y_test))

# this is cross_val_score #
from sklearn.cross_validation import cross_val_score
knn = KNeighborsClassifier(n_neighbors=5)
scores = cross_val_score(knn, X, y, cv=5, scoring='accuracy')
print(scores)

# this is how to use cross_val_score to choose model and configs #
from sklearn.cross_validation import cross_val_score
import matplotlib.pyplot as plt
k_range = range(1, 31)
k_scores = []
for k in k_range:
    knn = KNeighborsClassifier(n_neighbors=k)
##    loss = -cross_val_score(knn, X, y, cv=10, scoring='mean_squared_error') # for regression
    scores = cross_val_score(knn, X, y, cv=10, scoring='accuracy') # for classification
    k_scores.append(scores.mean())

plt.plot(k_range, k_scores)
plt.xlabel('Value of K for KNN')
plt.ylabel('Cross-Validated Accuracy')
plt.show()