Adding more classifier implementations - XGBoost and support for more scoring functions (precision, recall, other custom metric etc.)

[shivam6294]

Hey! Great work on simplifying the process of building ensembles. I was trying to use this, but I found that the GBM implementation of Scikit learn is far too slow for my needs. We could possibly include a faster implementation, aka XGBoost.

I would love to help out with this, will make a PR soon after adding XGBoost. Also keen on helping you add more scoring functions (precision, recall, matthew's coefficient, and support for custom scoring functions similar to the scikit learn api)

Cheers!

[joofeloof]

I'm pretty sure I have this working on the classifier side if you see my fork. It's not the cleanest but maybe it will be useful to you?
I never had time to clean things up and do a PR, but it doesn't seem like dclambert is actively working on this given the other open pulls?