Customize loss-function sklearn
<p>I want to make prediction in a data science project, and the error is calculate through an asymmetric function.</p>

<p>Is it possible to tune the loss function of random forest or gradient boosting (of sklearn) ?</p>

<p>I have read that it is required to modify a .pyx file but I cannot find any in my sklearn folder (I am on ubuntu 14.04 LTS).</p>

<p>Do you have suggestions ?</p>