Add Tweedie Deviance Score Metric.

[karthikrangasai]

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• Did you make sure to update the docs?
• Did you write any new necessary tests?

What does this PR do?

Fixes #73 .

PR review

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[codecov]

Codecov Report

Merging #499 (150c853) into master (e38cb70) will decrease coverage by 0%.
The diff coverage is 94%.

@@          Coverage Diff          @@
##           master   #499   +/-   ##
=====================================
- Coverage      95%    95%   -0%     
=====================================
  Files         130    132    +2     
  Lines        4586   4652   +66     
=====================================
+ Hits         4373   4425   +52     
- Misses        213    227   +14     

[SkafteNicki]

Hi @karthikrangasai, thanks for the PR
It is looking fairly done, but I think it can be improved (memory wise) by not storing all preds and targets in a buffer but instead some intermediate states. Please see comments, and feel free to reach out to me if it is unclear.
Also remember to add note in changelog :]

[SkafteNicki]

LGTM