Merge pull request scikit-learn#6542 from ohld/make_scorer-link

'[MRG]' issue scikit-learn#6535

Author: glouppe

sklearn/cross_validation.py

@@ -1438,6 +1438,12 @@ def cross_val_score(estimator, X, y=None, scoring=None, cv=None, n_jobs=1,
     -------
     scores : array of float, shape=(len(list(cv)),)
         Array of scores of the estimator for each run of the cross validation.
+
+    See Also
+    ---------
+    :func:`sklearn.metrics.make_scorer`:
+        Make a scorer from a performance metric or loss function.
+
     """
     X, y = indexable(X, y)
 

sklearn/model_selection/_validation.py

@@ -135,6 +135,12 @@ def cross_val_score(estimator, X, y=None, labels=None, scoring=None, cv=None,
     -------
     scores : array of float, shape=(len(list(cv)),)
         Array of scores of the estimator for each run of the cross validation.
+
+    See Also
+    ---------
+    :func:`sklearn.metrics.make_scorer`:
+        Make a scorer from a performance metric or loss function.
+
     """
     X, y, labels = indexable(X, y, labels)