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carl/alternative-scores #949

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  • Adds an optional scoring argument to _OrthoLearner.score so that the score can be viewed according to several other sklearn metrics. Currently supported are: mean_absolute_error, mean_squared_error, r2_score.
  • The original default behavior of using MSE for the model fitting is preserved, now calculated in sklearn mean_square_error function instead of written out in code.
  • Adds a new public method score_nuisances to _OrthoLearner.score so that the first stage models can be evaluated by other sklearn metrics. If sample weights are not used, any metric supported by sklearn get_scoring can be used. If sample weights are used, f1_score, log_loss, roc_auc_score are supported for binary outcomes/treatments; and for real valued outcome treatments it will be the same as _OrthoLearner.score for the final model mean_absolute_error, mean_squared_error, r2_score.

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Had some problems with formatting - will fix and re-submit

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