[ENH] interface to cyclic boosting package #132
Labels
feature request
New feature or request
good first issue
Good for newcomers
interfacing algorithms
Interfacing existing algorithms/estimators from third party packages
module:regression
probabilistic regression module
It would be nice to interface
cyclic_boosting
, which provides implementations of the cyclic boosting regressors.Blue-Yonder-OSS/cyclic-boosting#56
They are popular in proba forecasting, but by nature are actually proba supervised regerssion algoritihms so "belong" in
skpro
, from where it can be interfaced bysktime
for forecasting.The interface to implement is in this extension template:
https://github.com/sktime/skpro/blob/main/extension_templates/regression.py
FYI @rijkvandermeulen, @FelixWick
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