[ENH] Add probabilistic regressor with shrinking intervals#987
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arnavk23 wants to merge 7 commits intosktime:mainfrom
Open
[ENH] Add probabilistic regressor with shrinking intervals#987arnavk23 wants to merge 7 commits intosktime:mainfrom
arnavk23 wants to merge 7 commits intosktime:mainfrom
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… intervals (mean/sd or quantile-based)
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Reference Issues/PRs
Towards #7
What does this implement/fix? Explain your changes.
This PR adds a new estimator,
ReducingIntervalRegressor, to the probabilistic regression module._predict_intervaland_predict_quantilesfor demonstration and flexibility.Does your contribution introduce a new dependency? If yes, which one?
No new dependencies introduced.
What should a reviewer concentrate their feedback on?
Correctness and clarity of the interval and quantile logic.
Did you add any tests for the change?
The estimator is covered by the generic regression test suite.
Any other comments?
Thank you for reviewing! Feedback on API design and interval logic is welcome.
PR checklist
For all contributions
For new estimators
docs/source/api_reference/regression.rst, follow the pattern.Examplessection.python_dependenciestag and ensured dependency isolation.