aghoshpub

I have a custom score function ```significance_scorer ``` and the scores are in the right units but the errors make no sense to me. I made[ my own](https://pypi.org/project/PermutationImportancePhysics/) Permutation Importance...

What is the formula used to calculate the errors? At least it doesn't correspond to ```std/sqrt(n_iterations)```. So what is the formula?

@seralouk Indeed. But the +- error is not the same as standard deviation. The error should decrease as you increase the number of iterations, ```n_iter```, whereas the standard deviation should...

Very interesting, thanks for the for digging into it. I think our issues can be merged

Thanks for getting back to us @lopuhin. That would already be better. But if you want to report the standard devision I would go for `mean (std)` as @seralouk suggests....

Should be an easy extension [here](https://github.com/TeamHG-Memex/eli5/blob/master/eli5/permutation_importance.py#L86) to include weights for a score function. Most score functions already support weights. I could contribute to the eli5 project to add support to...

It's probably a lot of work but indeed would be a pretty useful to be able to accelerate awkward array computations on GPUs !