[ENH] Add OnlineBatchMixture and OnlineBootstrapRemember #647
+788
−1
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
[ENH] Implement online probabilistic regression meta-algorithms
This PR implements two online probabilistic regression meta-algorithms as specified in issue #464:
Closes #464
Changes
New Files
skpro/regression/online/_batch_mixture.py: Implementation of OnlineBatchMixture algorithmskpro/regression/online/_bootstrap_remember.py: Implementation of OnlineBootstrapRemember algorithmModified Files
skpro/regression/online/__init__.py: Added exports forOnlineBatchMixtureandOnlineBootstrapRememberImplementation Details
OnlineBatchMixture
Mixturedistribution with weights proportional to number of samples in each batchmin_batch_sizeparameter to control minimum batch sizeignore_small_batchesparameter:True: Batches smaller thanmin_batch_sizeare ignoredFalse: Small batches are accumulated untilmin_batch_sizeis reachedOnlineBootstrapRemember
n_rememberfrom fit dataupdate, pools remembered sample with new batch datan_rememberMixturedistribution combining:Example Usage