title: Does sklearn support a cost matrix?
body: <p>Is it possible to train classifiers in sklearn with a cost matrix with different costs for different mistakes? For example in a 2 class problem, the cost matrix would be a 2 by 2 square matrix. For example A_ij = cost of classifying i as j.</p>
  
  <p>The main classifier I am using is a Random Forest.</p>
  
  <p>Thanks.</p>