Closed as not planned
Description
Estimators in the forest module (random forest and extra trees) and in the bagging module allows to compute the out-of-bag estimates of the performance of the forest.
A nice things to add would to allow the choice of the scoring function using the scorer interface. The oob_score
parameter would be equal would be the string corresponding to the appropriate scorer.
Thus, you would have
oob_score : bool or string, (default=False)
Whether to use out-of-bag samples to estimate
the generalization error. The oob scoring function could be chosen
by passing a string (see model evaluation documentation) or
a scorer callable object / function with signature
``scorer(estimator, X, y)``.