Integration with sktime, skpro?

[fkiraly]

@erdogant, I was wondering whether you would be interested to actively contribute to integration with sktime and skpro?
https://github.com/sktime/sktime
https://github.com/sktime/skpro

sktime is currently the most widely used sklearn-like framework package for time series. skpro is an similar project around tabular modelling with probability distributions, such as tabular supervised probabilistic regression, or conditional density/distribution estimation. It integrates with sktime, for things like probabilistic forecasting.

distfit would fit nicely, as its distribution estimation capabilities are broad, and provide some required components for things like anomaly detction - tabular and time series - and probabilistic regression. For instance, one could imagine it being used as the probability estimating component in a probabilistic forecaster.

I was planning a simple interfacing (which you're welcome to review or contribute to), but we could consider closer integration, I'd be happy to contribute, for instance:

• moving distfit towards more object oriented structure and scikit-learn like interface, similar to skpro.distributions which is using skbase for an sklearn-like interface for distributions. I believe this is also the same that @Roman223 is suggesting in Library decomposition #44
• collaborating on skpro native distributions, ensuring we sync the large collection of distributions available in distfit, scipy, with an object oriented interface like in skpro. We may have to redesign some aspects of it so it satisfies your requirements for fitting.

What do you think?

I am not sure of the best way to chat, but you are cordially invited to the sktime discord and its channels dedicated to probability modelling: https://discord.com/invite/54ACzaFsn7

[erdogant]

Thank you. I am going to look into this!

[fkiraly]

So, any thoughts? We could have a short call if you´d like.

[Roman223]

I'd like to patricipate but due high workload in June, I can't work at this a lot (I can probably take some small tasks).
In Jule I'll be able to actively work on distfit refactoring.

I suggest the following way:

1. Code analysis on own
2. New architecture design discussion (in any format) -> List of works with tasks
3. Solving the tasks as soon as anyone can

I'm going to try to analyse the current state of code ASAP, but I'm not sure on the time again..