[scikit-learn] custom loss function in RandomForestRegressor

[Andreas Mueller]

On 02/15/2018 01:28 PM, Guillaume Lemaitre wrote:
> Yes you are right pxd are the header and pyx the definition. You need 
> to write a class as MSE. Criterion is an abstract class or base class 
> (I don't have it under the eye)
>
> @Andy: if I recall the PR, we made the classes public to enable such 
> custom criterion. However, ‎it is not documented since we were not 
> officially supporting it. So this is an hidden feature. We could 
> always discuss to make this feature more visible and document it.
Well maybe not go as far as giving examples, but this question has been 
on the list >10 times.
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