sktime / skpro

A unified framework for tabular probabilistic regression, time-to-event prediction, and probability distributions in python
https://skpro.readthedocs.io/en/latest
BSD 3-Clause "New" or "Revised" License
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[ENH] Conjugate bayes for proportion #417

Open meraldoantonio opened 5 months ago

meraldoantonio commented 5 months ago

Reference Issues/PRs

This relates to the WIP of design of Bayesian blueprint #35

What does this implement/fix? Explain your changes.

This PR implements the BayesianProportionEstimator, a new estimator for estimating proportions using Bayesian inference with a Beta prior. It includes a notebook demonstrating how to use the estimator with a coin toss example, showing how to update prior beliefs with observed data and visualize the posterior distribution.

Does your contribution introduce a new dependency? If yes, which one?

Yes, matplotlib (for plotting).

What should a reviewer concentrate their feedback on?

Certainly! Here’s the improved version of the text:

The implementation of the BayesianProportionEstimator class should be reviewed for its alignment with the WIP Bayesian blueprint #35. Additionally, please evaluate the clarity and completeness of the accompanying notebook example.

It is important to note that the BayesianProportionEstimator is not a traditional regressor. Instead, during fitting, it takes as input an array of Booleans or 1's and 0's representing the success of a series of experiments.

Due to its specialized nature, the estimator is not suitable for tests designed to validate regression functionality, and it may fail such tests.

Maybe we should put this estimator in its own folder.

Did you add any tests for the change?

No

Any other comments?

No

PR checklist

For all contributions
For new estimators
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