Add wrapper to offset adustments for scoring functions

gordo_components/builder/build_model.py

@@ -10,13 +10,16 @@
 
 from sklearn.base import BaseEstimator
 from sklearn.model_selection import cross_val_score, TimeSeriesSplit
+from sklearn.metrics import explained_variance_score, make_scorer
 from sklearn.pipeline import Pipeline
 
 from gordo_components.util import disk_registry
 from gordo_components import serializer, __version__, MAJOR_VERSION, MINOR_VERSION
 from gordo_components.dataset.dataset import _get_dataset
 from gordo_components.dataset.base import GordoBaseDataset
 from gordo_components.model.base import GordoBase
+from gordo_components.model.utils import metric_wrapper
+
 
 logger = logging.getLogger(__name__)
 
@@ -75,8 +78,14 @@ def build_model(
     start = time.time()
 
     scores: Dict[str, Any]
-    if hasattr(model, "score"):
-        cv_scores = cross_val_score(model, X, y, cv=TimeSeriesSplit(n_splits=3))
+    if hasattr(model, "predict"):
+        cv_scores = cross_val_score(
+            model,
+            X,
+            y,
+            scoring=make_scorer(metric_wrapper(explained_variance_score)),
+            cv=TimeSeriesSplit(n_splits=3),
+        )
         scores = {
             "explained-variance": {
                 "mean": cv_scores.mean(),

gordo_components/model/utils.py

@@ -1,6 +1,7 @@
 # -*- coding: utf-8 -*-
 
 import typing
+import functools
 from typing import Optional, Union, List
 from datetime import timedelta, datetime
 
@@ -10,6 +11,19 @@
 from gordo_components.dataset.sensor_tag import SensorTag
 
 
+def metric_wrapper(metric):
+    """
+    Ensures that a given metric works properly when the model itself returns
+    a y which is shorter than the target y.
+    """
+
+    @functools.wraps(metric)
+    def _wrapper(y_true, y_pred, *args, **kwargs):
+        return metric(y_true[-len(y_pred) :], y_pred, *args, **kwargs)
+
+    return _wrapper
+
+
 def make_base_dataframe(
     tags: typing.Union[typing.List[SensorTag], typing.List[str]],
     model_input: np.ndarray,

tests/gordo_components/builder/test_builder.py

@@ -9,7 +9,6 @@
 from tempfile import TemporaryDirectory
 
 import pytest
-import sklearn
 import numpy as np
 
 import gordo_components