Support Custom Scorers (metrics) for more models including AutoML and AutoML leaderboard

h2oai / h2o-3

H2O is an Open Source, Distributed, Fast & Scalable Machine Learning Platform: Deep Learning, Gradient Boosting (GBM) & XGBoost, Random Forest, Generalized Linear Modeling (GLM with Elastic Net), K-Means, PCA, Generalized Additive Models (GAM), RuleFit, Support Vector Machine (SVM), Stacked Ensembles, Automatic Machine Learning (AutoML), etc.

Apache License 2.0

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This is a customer feature request: https://support.h2o.ai/a/tickets/104467

We have broken this task into several ones to help with code review:

PUBDEV-9018: Add custom metric support for GLM, GAM
PUBDEV-9024: Add custom metric support for Deeplearning, CoxPH
PUBDEV-9019: Add/Check if custom_metric_func works for uplift trees and isotonic regression. Make sure they show up in the model summary.
PUBDEV-9020: add example to showcase how user can define custom metric functions for GBM and DRF and show their appearance in model summary
PUBDEV-9025: add/check custom function support for xgboost
PUBDEV-9026: add/check custom function support for stack ensemble

h2oai / h2o-3

Support Custom Scorers (metrics) for more models including AutoML and AutoML leaderboard #6697