The `hamming_loss` is not a score (greater is better), but a loss (lower is better).
This might create some problem.

The `jaccard_accuracy_score` would be more natural. 

It is also possible to modify the `score` method of the `ClassifierMixin`.
But in that case, this is more of an api issue (@amueller, @GaelVaroquaux). Note also that the current
`accuracy_score` function also support multilabel format, but it is a pretty harsh metrics.