custom-sklearn-estimator

Community

Create sklearn-compatible estimators with ease.

Authorcrossxwill
Version1.0.0
Installs0

System Documentation

What problem does it solve?

Build scikit-learn compatible custom estimators by following the official “rolling your own estimator” rules for init, fit/predict, validation, learned attributes, tags, and estimator checks; prerequisite for autogluon-sklearn-wrapper or any sklearn-facing wrappers.

Core Features & Use Cases

  • Minimal init with keyword arguments and defaults; assigns each parameter to a corresponding attribute.
  • Implement fit(self, X, y=None, **kwargs) and return self, while validating inputs and creating learned attributes with trailing underscores (e.g., coef_, classes_).
  • Implement prediction/transform methods that use check_is_fitted and validate inputs with check_array, ensuring compatibility with pipelines and estimator checks.
  • Expose parameters via get_params/set_params and support randomness via random_state and check_random_state.
  • Prepare for estimator checks and optional tagging through sklearn_tags and compatibility helpers.

Quick Start

Create a minimal sklearn-compatible estimator by defining init, fit, and predict methods following the rolling your own estimator rules.

Dependency Matrix

Required Modules

None required

Components

Standard package

💻 Claude Code Installation

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Please help me install this Skill:
Name: custom-sklearn-estimator
Download link: https://github.com/crossxwill/IML4Finance/archive/main.zip#custom-sklearn-estimator

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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