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[ENH] adds bootstrap probabilistic regressor #39

Merged
merged 5 commits into from
Aug 26, 2023
Merged

[ENH] adds bootstrap probabilistic regressor #39

merged 5 commits into from
Aug 26, 2023

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fkiraly
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@fkiraly fkiraly commented Aug 26, 2023

This PR adds a bootstrap probabilistic regressor that turns any sklearn regressor into a probabilistic one via the classical bootstrap.

Also makes a minor upgrade to the BaseProbaRegressor class: if _predict is not implemented, it defaults to _predict_proba(X).mean().

@fkiraly fkiraly added enhancement module:regression probabilistic regression module implementing algorithms Implementing algorithms, estimators, objects native to skpro labels Aug 26, 2023
@fkiraly fkiraly changed the title [ENH] adds boostrap probabilistic regressor [ENH] adds bootstrap probabilistic regressor Aug 26, 2023
@fkiraly fkiraly merged commit ef89c13 into main Aug 26, 2023
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