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[ENH] add GMMHMM from hmmlearn #3362
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As a note this PR depends on #3156 being merged as well. |
Note, tests are failing, but seems to be due to a potentially sporadic failure of ClearSky? Not sure if this is something folks have seen before or not? |
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Looks great!
Same comments as to #3156 apply - kindly isolate soft dependencies (see there)
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Dependencies isolated properly now, thanks!
You forgot to re-request a review, methinks.
Building on success I have had with wrapping GuassianHMM in #3156 this is a simple PR which wraps GMMHMM from
hmmlearn
.I intend this to be a reference as to how some of the other estimators from
hmmlearn
can also be wrapped and incorporated intosktime
.Contains PR #3156.