title: How to get both MSE and R2 from a sklearn GridSearchCV?
body: <p>I can use a GridSearchCV on a pipeline and specify scoring to either be <code>'MSE'</code> or <code>'R2'</code>. I can then access <code>gridsearchcv.best_score_</code> to recover the one I specified. How do I also get the other score for the solution found by GridSearchCV?</p>
  <p>If I run GridSearchCV again with the other scoring parameter, it might not find the same solution, and so the score it reports might not correspond to the same model as the one for which we have the first value.</p>
  <p>Maybe I can extract the parameters and supply them to a new pipeline, and then run <code>cross_val_score</code> with the new pipeline? Is there a better way? Thanks.</p>