PR #10325 make it possible to derive a new criterion by exposing the RegressionCriterion and ClassificationCriterion. However, it seems that this PR does not make available the header file _criterion.pxd in the wheel. I was thinking that MANIFEST.in who do that but apparently not.

Checking scipy, I think that we should add the following sklearn/tree/setup.py

config.add_data_files('_criterion.pxd')

Is it the right way and do we want to do it?