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LedgerInvesting / bayesblend

Easily combine predictions from multiple Bayesian models using techniques including (pseudo) Bayesian model averaging, hierarchical stacking, and more!
https://ledger-investing-bayesblend.readthedocs-hosted.com/en/latest/
MIT License
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More standard predict method #13

Closed Nathaniel-Haines closed 3 months ago

Nathaniel-Haines commented 3 months ago

Currently, the .predict method returns averaging/stacking model weights (which may indeed be predictions, particularly in the case of the hierarchical stacking model). Then, blending is done through a separate .blend method.

However, it would be more convenient/user friendly to move all of .predict functionality into .weights, then move the current .blend functionality into .predict. This way, the stacking models perform the typical .fit -> .predict workflow common to many ML/stats packages.

Nathaniel-Haines commented 3 months ago

resolved with https://github.com/LedgerInvesting/bayesblend/pull/14