Add evaluate support for density estimators
#1026
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Merge conflicts will be best managed if this PR is merged after:
Density estimators
This PR adds
evaluatesupport for density estimators. According to the API docs such amodel is viewed as
Probabilistic <: Supervisedbut providedX = nothingasfeatures. The target
yare the samples to be fitted, andyhat = predict(model, nothing)outputs a single pdf, the density being sought. A typical workflow using such a model might look like this:
At present
evaluateis unsupported because it tries to pair the singleyhatwithmultiple ground truth values
y. The mitigation provided in this PR is to replaceyhatwithFillArrays.Fill(yhat, nrows(y))(a lazy version offill(yhat, nrows(y))) in the casethat
X == nothing. So then the following works:After this PR is merged:
instead (some testing has been moved over in this PR).
cc @LucasMatSP