How to save traceback code in Python?

Traceback is the part of the error which generally help you find out where is the root cause of the error.

Here is a piece of code I collected from LINK, which will throw error in its last step.

import pandas as pd
import numpy as np
from sklearn import preprocessing
from sklearn.neighbors import KNeighborsClassifier
from sklearn import cross_validation

df = pd.DataFrame(np.random.choice(["a", "b", "c", "d"], (200, 4)))   

for col in df:
    le = preprocessing.LabelEncoder()
    le.fit(df[col])
    df[col] = le.transform(df[col])

value_dict = df[0].value_counts().to_dict()

def custom_distance(point1, point2, value_dict):
    #this is not the actual distance function, just a simplified version for reproducibility
    distance = .0
    for i in range(1, len(point1)+1):
        distance += abs(value_dict[point1[i]] - value_dict[point2[i]])
    return distance

neigh_custom = KNeighborsClassifier(n_neighbors=10, metric=custom_distance, 
                        metric_params = {"value_dict": value_dict})

scores = cross_validation.cross_val_score(neigh_custom, df.ix[:,1:], df.ix[:,0], cv=10)

How to save this trace back error and analyse it according to it?

>>> import traceback
>>> import sys
>>> from pprint import pprint
>>>
... 
... 
... 
>>> # after execution of normal code
>>> 
>>> try:
...     scores = cross_validation.cross_val_score(neigh_custom, df.ix[:,1:], df.ix[:,0], cv=10)
... except Exception, err:
...     exc_type, exc_value, exc_traceback = sys.exc_info()
...     sam =  traceback.format_exception(exc_type, exc_value,
...                                           exc_traceback)
...     if 'PyFuncDistance.__init__' in sam[-3]:
...         print 'I knew it'
...
I knew it
>>>
>>> # printing error
>>> err
KeyError(0.21818613266678455,)
>>>
>>> # now I am printing the error code traceback
>>> pprint(sam)
['Traceback (most recent call last):\n',
 '  File "", line 2, in \n',
 '  File "/Users/sampathkumarm/anaconda/lib/python2.7/site-packages/sklearn/cross_validation.py", line 1433, in cross_val_score\n    for train, test in cv)\n',
 '  File "/Users/sampathkumarm/anaconda/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 804, in __call__\n    while self.dispatch_one_batch(iterator):\n',
 '  File "/Users/sampathkumarm/anaconda/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 662, in dispatch_one_batch\n    self._dispatch(tasks)\n',
 '  File "/Users/sampathkumarm/anaconda/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 570, in _dispatch\n    job = ImmediateComputeBatch(batch)\n',
 '  File "/Users/sampathkumarm/anaconda/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 183, in __init__\n    self.results = batch()\n',
 '  File "/Users/sampathkumarm/anaconda/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 72, in __call__\n    return [func(*args, **kwargs) for func, args, kwargs in self.items]\n',
 '  File "/Users/sampathkumarm/anaconda/lib/python2.7/site-packages/sklearn/cross_validation.py", line 1531, in _fit_and_score\n    estimator.fit(X_train, y_train, **fit_params)\n',
 '  File "/Users/sampathkumarm/anaconda/lib/python2.7/site-packages/sklearn/neighbors/base.py", line 803, in fit\n    return self._fit(X)\n',
 '  File "/Users/sampathkumarm/anaconda/lib/python2.7/site-packages/sklearn/neighbors/base.py", line 258, in _fit\n    **self.effective_metric_params_)\n',
 '  File "sklearn/neighbors/binary_tree.pxi", line 1059, in sklearn.neighbors.ball_tree.BinaryTree.__init__ (sklearn/neighbors/ball_tree.c:8381)\n',
 '  File "sklearn/neighbors/dist_metrics.pyx", line 262, in sklearn.neighbors.dist_metrics.DistanceMetric.get_metric (sklearn/neighbors/dist_metrics.c:4032)\n',
 '  File "sklearn/neighbors/dist_metrics.pyx", line 1091, in sklearn.neighbors.dist_metrics.PyFuncDistance.__init__ (sklearn/neighbors/dist_metrics.c:10586)\n',
 '  File "", line 5, in custom_distance\n',
 'KeyError: 0.21818613266678455\n']