title: Is there a way to use MAPE (Mean Average Percentage Error) with cross_validate on sklearn?
body: <p>I'm trying to use a regression model to train and predict a multi-output dataset (ie. predict multiple target columns).</p>
  <p>There is no scorer for MAPE on this list from the sklearn documentation:
  <a href="https://scikit-learn.org/stable/modules/model_evaluation.html" rel="nofollow noreferrer">https://scikit-learn.org/stable/modules/model_evaluation.html</a></p>
  <p>I know that separately, you can calculate MAPE by using sklearn.metrics.mean_absolute_percentage_error. But is there a way to combine it with cross_validate()? I'm open to using cross_val_score or other cross-validation methods.</p>
  <p>Thank you!</p>