sklearn classifiers have a predict. Most classifiers have a predict_proba or decision_function. One ought to be able to set a threshold on these to make a prediction.

This is useful for example in implementing asymmetric costs. Currently i can use a recall score to penalize FN in the cross-validator. But having trained the model, i dont want the old predictions, I want a new one which uses an appropriate new threshold on the classification to correspond to this risk asymmetry.