get_gain_function_from_loss_function: get_gain_function_from_loss_function
In MalteLond/rfcd: Random Forest Change Point Detection

Returns a closure with formal arguments split_point

1	get_gain_function_from_loss_function(loss_function, lambda = NULL)

`loss_function`	A function with formal arguments `x` and possibly `lambda` that returns some kind of training loss.
`lambda`	If `loss_function` has argument `lambda`, then this is the standard value used for its evaluation as long as no different lambda is supplied