I'm currently using the development branch of scikit-learn: 0.15-git.
Trying to initialize a RidgeClassifierCV object with a custom scoring function is currently failing with error message TypeError: __init__() got an unexpected keyword argument 'scoring'.
model = RidgeClassifierCV(scoring=make_scorer(score_func))
According to the docs, RidgeClassifier takes a scoring parameter. But according to the function signature, the argument is score_func. However, passing the output of sklearn.metrics.maker_scorer as score_func also fails. Any ideas?
The end goal is to get RidgeClassifierCV working with multiclass (one vs. all) roc auc scores used for the scoring function.