Create figures for regression models

def regression(fname="regression.png"):
    """
    Create figures for regression models
    """
    _, axes = plt.subplots(ncols=2, figsize=(18, 6))
    alphas = np.logspace(-10, 1, 300)
    data = load_concrete(split=True)

    # Plot prediction error in the middle
    oz = PredictionError(LassoCV(alphas=alphas), ax=axes[0])
    oz.fit(data.X.train, data.y.train)
    oz.score(data.X.test, data.y.test)
    oz.finalize()

    # Plot residuals on the right
    oz = ResidualsPlot(RidgeCV(alphas=alphas), ax=axes[1])
    oz.fit(data.X.train, data.y.train)
    oz.score(data.X.test, data.y.test)
    oz.finalize()

    # Save figure
    path = os.path.join(FIGURES, fname)
    plt.tight_layout()
    plt.savefig(path)