random-forest-importances
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Support for alternative metrics for `oob_dropcol_importances`
The default implementation of oob_dropcol_importances sets the oob_score attribute to true. This results the method always returning the default ($R^2$) score.
Adding a keyword argument for metric of interest would greatly improve the method's flexibility.
I would be happy to submit a PR as the implementation would be quite simple.
Desired outcome:
drop_imp = oob_dropcol_importances(model, X_boot, y_boot, oob_metric=negative_rmse)