API

Template

A Template is an untrained Model that can be fit to data. Defined as well are the traits:

• output_type: SingleOutput or MultiOutput.
• estimate_type: PointEstimate or DistributionEstimate.

Model

A Model is a trained Template with which one can predict on inputs. Defined as well are the traits:

• output_type: SingleOutput or MultiOutput.
• estimate_type: PointEstimate or DistributionEstimate.

fit(::Template, output, input, [weights]) -> Model

Fit the Template to the output and input data and return a trained Model. Convention is that weights defaults to StatsBase.uweights(Float32, size(outputs, 2))

predict(::Model, input)

Predict targets for the provided input and Model.

Returns a predictive distribution or point estimates depending on the Model.

submodels(::Union{Template, Model})

Return all submodels within a multistage model/template.

Submodels are models within a model that have their own inputs (which may or may not be combined with outputs of earlier submodels, before actually being passed as input to the submodel). Such multistage models take a tuple of inputs (which may be nested if the submodel itself has submodels). The order of submodels returned by submodels is as per the order of the inputs in the tuple.

For single-stage models, (i.e. ones that simply take a matrix as input), this returns an empty tuple. Wrapper models which do not expose their inner models to seperate inputs, including ones that only wrap a single model, should not define submodels as they are (from the outside API perspective) single-stage models.

estimate_type(::T) where T = output_type(T)

Return the [EstimateTrait] of the Model or Template.

output_type(::T) where T = output_type(T)

Return the [OutputTrait] of the Model or Template.

EstimateTrait

The EstimateTrait specifies if the model outputs a point or distribution estimate, denoted by PointEstimate or DistributionEstimate, respectively.

PointEstimate <: EstimateTrait

Specifies that the Model returns real-valued response variables.

DistributionEstimate <: EstimateTrait

Specifies that the Model returns a posterior distribution over the response variables.

OutputTrait

The OutputTrait specifies if the model supports single or multiple response variables, denoted by SingleOutput or MultiOutput, respectively.

SingleOutput <: OutputTrait

Specifies that the Model returns a single, univariate response variable.

MultiOutput <: OutputTrait

Specifies that the Model returns a multivariate response variable.