feature_importance_permutation breaks

[r0f1]

Hi,
The following does not work:

from sklearn.metric import mean_squared_error
feature_importance_permutation(..., metric=mean_squared_error)

Error:

UnboundLocalError: local variable 'score_func' referenced before assignment

Looking at the code, it does make sense. Metric should be either of the two options documented. Contrary, to what is documented however, passing a function DOES NOT work.

Please make the feature_importance_permutation() work with arbitrary scoring functions or update the documentation.

Thank you!

[rasbt]

Good catch, not sure how this slipped through ... It's definitely a bug.