[ENH] Add Bayesian modelling API PoC: base class, prior spec, ridge r…#1022
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WHOIM1205 wants to merge 1 commit intosktime:mainfrom
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[ENH] Add Bayesian modelling API PoC: base class, prior spec, ridge r…#1022WHOIM1205 wants to merge 1 commit intosktime:mainfrom
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…egressor Signed-off-by: WHOIM1205 <rathourprateek8@gmail.com>
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Title
feat: add Bayesian modelling API (PoC) with Bayesian Ridge Regression
Summary
This PR introduces a proof-of-concept Bayesian modelling layer to
skpro, adding a consistent API for prior/posterior handling along with a working Bayesian Ridge Regression estimator.The goal is to establish a foundation for integrating Bayesian workflows (priors, posterior inference, sequential updates) into the existing probabilistic framework without introducing new dependencies or breaking existing APIs.
Changes
New
_base.pyBaseBayesianRegressormixin extendingBaseProbaRegressorget_prior()get_posterior()get_posterior_summary()sample_posterior()update()for sequential learning_prior.pyPriorabstraction_ridge.pyBayesianRidgeRegressortests/test_bayesian_ridge.pyREADME.mdModified
__init__.pyTest Plan
Run:
pytest skpro/regression/bayesian/tests/test_bayesian_ridge.py -v -o "addopts="