[ENH] Add TargetTransform and DistrPredictiveCalibration for probabilistic regression#988
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arnavk23 wants to merge 5 commits intosktime:mainfrom
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[ENH] Add TargetTransform and DistrPredictiveCalibration for probabilistic regression#988arnavk23 wants to merge 5 commits intosktime:mainfrom
TargetTransform and DistrPredictiveCalibration for probabilistic regression#988arnavk23 wants to merge 5 commits intosktime:mainfrom
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…mutation from dummy calibrators for test compatibility
TargetTransform and DistrPredictiveCalibration pipeline elements for probabilistic regressionTargetTransform and DistrPredictiveCalibration for probabilistic regression
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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) andDistrPredictiveCalibration(for predictive target calibration).Fixes test compatibility by marking dummy calibrators as private and excluding them from registry discovery.
Cloning the calibrator in
DistrPredictiveCalibrationto 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?
Did you add any tests for the change?
No.
Any other comments?
PR checklist
For all contributions
For new estimators
docs/source/api_reference/taskname.rst, follow the pattern.Examplessection.python_dependenciestag and ensureddependency isolation, see the estimator dependencies guide.