[ENH] VotingProbaRegressor - heterogeneous ensemble compositor#1069
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fkiraly merged 5 commits intoJun 14, 2026
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VotingProbaRegressor - heterogeneous ensemble compositor
fkiraly
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Jun 14, 2026
fkiraly
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Thanks! I made a few small changes to wrap this up:
- I updated the API reference category
- I improved the examples in docstring and tests, so the ensemble is indeed heterogenous
- i fixed the dependent tag logic
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Reference Issues/PRs
None
What does this implement/fix? Explain your changes.
Adds
VotingProbaRegressor, a heterogeneous ensemble that fits multipleprobabilistic regressors on the same data and returns a
Mixturedistributionof their predictions.
Probabilistic generalization of sklearn's
VotingRegressor— instead ofaveraging point predictions, it combines full predictive distributions via
weighted mixture.
Key decisions for the basis of this PR:
BaseMetaEstimator, BaseProbaRegressor— follows thePipelinepattern for heterogeneous estimator lists(
named_object_parameters, property-based_estimators)MixtureDoes your contribution introduce a new dependency? If yes, which one?
No.
What should a reviewer concentrate their feedback on?
from single-estimator
clone_tagsused elsewhere_estimatorsas a property (mirroringPipeline._steps) is thepreferred pattern here
Did you add any tests for the change?
The estimator is auto-discovered by the existing test framework via
get_test_params(3 parameter sets). All pass:test_all_estimators— 67 passedtest_all_regressors— 21 passedAny other comments?
No.
PR checklist
For all contributions
earned :-)
For new estimators
docs/source/api_reference/regression.rsta pydocstyle compliant
Examplessection.python_dependenciestag and ensured dependency isolation. (N/A — no softdependencies)