Using a CrossFitEstimator one can only call predict and predict_proba from the inner models for oos predictions, it may be interesting to allow passing a string so other methods can be used, this may be useful for example in Survival models where there are sometimes multiple predictions possible, see here.
It may also be interesting to allow it in the metalearners, but this would be a second step.
Using a
CrossFitEstimatorone can only callpredictandpredict_probafrom the inner models for oos predictions, it may be interesting to allow passing a string so other methods can be used, this may be useful for example in Survival models where there are sometimes multiple predictions possible, see here.It may also be interesting to allow it in the metalearners, but this would be a second step.