title: Computing training score using cross_val_score
body: <p>I am using <code>cross_val_score</code> to compute the mean score for a regressor. Here's a small snippet.</p>
  
  <pre><code>from sklearn.linear_model import LinearRegression
  from sklearn.model_selection import cross_val_score 
  
  cross_val_score(LinearRegression(), X, y_reg, cv = 5)
  </code></pre>
  
  <p>Using this I get an array of scores. I would like to know how the scores on the validation set (as returned in the array above) differ from those on the training set, to understand whether my model is over-fitting or under-fitting.</p>
  
  <p>Is there a way of doing this with the <code>cross_val_score</code> object?</p>