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[ENH] Add TargetTransform and DistrPredictiveCalibration for probabilistic regression#988

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arnavk23 wants to merge 5 commits intosktime:mainfrom
arnavk23:feature/target-transform-pipeline
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[ENH] Add TargetTransform and DistrPredictiveCalibration for probabilistic regression#988
arnavk23 wants to merge 5 commits intosktime:mainfrom
arnavk23:feature/target-transform-pipeline

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Reference Issues/PRs

Towards #7

What does this implement/fix? Explain your changes.

  • Adds two new pipeline elements for probabilistic regression: TargetTransform (for target transformation) and DistrPredictiveCalibration (for predictive target calibration).

  • Fixes test compatibility by marking dummy calibrators as private and excluding them from registry discovery.

  • Cloning the calibrator in DistrPredictiveCalibration to avoid parameter mutation during fit.

  • Removing state mutation from dummy calibrators.

Does your contribution introduce a new dependency? If yes, which one?

No.

What should a reviewer concentrate their feedback on?

  • Correctness and clarity of the new pipeline elements and their docstrings/examples.

Did you add any tests for the change?

No.

Any other comments?

PR checklist

For all contributions
  • I've added myself to the list of contributors with any new badges I've earned :-)
  • The PR title starts with either [ENH], [MNT], [DOC], or [BUG]. [BUG] - bugfix, [MNT] - CI, test framework, [ENH] - adding or improving code, [DOC] - writing or improving documentation or docstrings.
For new estimators
  • I've added the estimator to the API reference - in docs/source/api_reference/taskname.rst, follow the pattern.
  • I've added one or more illustrative usage examples to the docstring, in a pydocstyle compliant Examples section.
  • If the estimator relies on a soft dependency, I've set the python_dependencies tag and ensured
    dependency isolation, see the estimator dependencies guide.

…mutation from dummy calibrators for test compatibility
@arnavk23 arnavk23 changed the title [ENH] Add TargetTransform and DistrPredictiveCalibration pipeline elements for probabilistic regression [ENH] Add TargetTransform and DistrPredictiveCalibration for probabilistic regression Mar 23, 2026
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