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[ENH] mixture of distributions #26

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merged 27 commits into from
Aug 25, 2023
Merged

[ENH] mixture of distributions #26

merged 27 commits into from
Aug 25, 2023

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fkiraly
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@fkiraly fkiraly commented Aug 25, 2023 •
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Implements mixture of distributions.

Towards #22, and required for ensemble regressor.

Also adds a default implementation for ppf in the BaseDistribution, using the bisection method to invert a cdf, if present.

@fkiraly fkiraly added enhancement module:probability&simulation probability distributions and simulators implementing algorithms Implementing algorithms, estimators, objects native to skpro labels Aug 25, 2023
@fkiraly fkiraly mentioned this pull request Aug 25, 2023
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@fkiraly fkiraly merged commit b531d7e into main Aug 25, 2023
@fkiraly fkiraly mentioned this pull request Aug 27, 2023
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fkiraly added a commit that referenced this pull request Sep 13, 2023
@fkiraly
[ENH] Bagging ensemble of probabilistic regressors (#32)
945966e 
Adds bagging ensemble of probabilistic regressors.

Complete rewrite of the legacy estimator.

Depends on:
* #26 for the mixture distribution
used in bagging.
* #65 for the default of `predict`,
if `_predict_proba` or other proba methods are implemented but not
`_predict`.
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