Most metrics now supports sample_weights except for the following one:

• hamming_loss
• confusion_matrix
• hinge_loss
• jaccard_similarity_score
• log_loss
• matthews_corrcoef_score
• median_absolute_error

Note that there is already a general test in sklearn/metrics/tests/test_common.py for sample_weight.

Ideally, it would be one pull request per metric to ease review.