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Allow y_hat instead of unfitted model as input for regression ICP #14

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Allow y_hat instead of unfitted model as input for regression ICP #14

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ghost
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@ghost ghost commented Jul 12, 2018

Users may have predictions generated from different fitted underlying
models in different languages and just want to get the prediction
interval. This change allows user to set underlying model = None but
using y_hat (prediction value) to get the result. Only regression part
is done in this commit for my work purpose. Will enhance classification
part as well later.

Users may have predictions generated from different fitted underlying
models in different languages and just want to get the prediction
interval. This change allows user to set underlying model = None but
using y_hat (prediction value) to get the result. Only regression part
is done in this commit for my work purpose. Will enhance classification
part as well later.
@donlnz
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donlnz commented Oct 16, 2018

I agree that it seems reasonable to provide functionality to produce prediction intervals from a model trained outside of nonconformist, but I'm not sure this is the 'nicest' way. Ideally, in situations like this, I would recommend creating a custom ModelAdapter (inheriting from, e.g., nonconformist.base.RegressorAdapter). Would that be a possible alternative in your use case?

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