title: Customize loss-function sklearn
body: <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>