[ENH] BaseObject reset functionality (#2531)

Provides the functionality discussed in #1614, i.e., a `reset` method in `BaseObject` that resets attributes and internal state of an estimator/object to its post-`__init__` state (while keeping parameters), equivalent to overwriting `self` with a `sklearn.clone`.

This is motivated by the bug in `MultiplexForecaster` which @miraep8's test suite uncovered in combination with #2458, and the observation that:
* boilerplate needs to be copied from `__init__` to `_fit` to fix it, and
* that the same issue possibly exists in a number of other composites which are not tested for subsequent `fit` with different parameters.

This PR also adds `reset` at the start of `BaseForecaster.fit`, addressing a family of potential bugs where not initializing in `_fit` causes unexpected behaviour in a sequence of calls `__init__`, `set_params`, `fit` (the bug present in the original #2458).

sktime/base/_base.py

@@ -14,9 +14,9 @@
 
     class name: BaseObject
 
-Hyper-parameter inspection and setter methods:
-    inspect hyper-parameters     - get_params()
-    setting hyper-parameters     - set_params(**params)
+Hyper-parameter inspection and setter methods
+    inspect hyper-parameters      - get_params()
+    setting hyper-parameters      - set_params(**params)
 
 Tag inspection and setter methods
     inspect tags (all)            - get_tags()
@@ -26,6 +26,9 @@ class name: BaseObject
     setting dynamic tags          - set_tag(**tag_dict: dict)
     set/clone dynamic tags        - clone_tags(estimator, tag_names=None)
 
+Re-initialize object to post-init state with same hyper-parameters
+    reset estimator to post-init  - reset()
+
 Testing with default parameters methods
     getting default parameters (all sets)         - get_test_params()
     get one test instance with default parameters - create_test_instance()
@@ -69,6 +72,36 @@ def __init__(self):
         self._tags_dynamic = dict()
         super(BaseObject, self).__init__()
 
+    def reset(self):
+        """Reset the object to a clean post-init state.
+
+        Equivalent to sklearn.clone but overwrites self.
+        After self.reset() call, self is equal in value to
+        `type(self)(**self.get_params(deep=False))`
+
+        Detail behaviour:
+        removes any object attributes, except:
+            hyper-parameters = arguments of __init__
+            object attributes containing double-underscores, i.e., the string "__"
+        runs __init__ with current values of hyper-parameters (result of get_params)
+
+        Not affected by the reset are:
+        object attributes containing double-underscores
+        class and object methods, class attributes
+        """
+        # retrieve parameters to copy them later
+        params = self.get_params(deep=False)
+
+        # delete all object attributes in self
+        attrs = [attr for attr in dir(self) if "__" not in attr]
+        cls_attrs = [attr for attr in dir(type(self))]
+        self_attrs = set(attrs).difference(cls_attrs)
+        for attr in self_attrs:
+            delattr(self, attr)
+
+        # run init with a copy of parameters self had at the start
+        self.__init__(**params)
+
     @classmethod
     def get_class_tags(cls):
         """Get class tags from estimator class and all its parent classes.

sktime/base/tests/test_base.py

@@ -186,3 +186,46 @@ def test_is_composite():
 
     assert not non_composite.is_composite()
     assert composite.is_composite()
+
+
+class ResetTester(BaseObject):
+
+    clsvar = 210
+
+    def __init__(self, a, b=42):
+        self.a = a
+        self.b = b
+        self.c = 84
+
+    def foo(self):
+        self.d = 126
+        self._d = 126
+        self.d_ = 126
+        self.f__o__o = 252
+
+
+def test_reset():
+    """Tests reset method for correct behaviour.
+
+    Raises
+    ------
+    AssertionError if logic behind reset is incorrect, logic tested:
+        reset should remove any object attributes that are not hyper-parameters,
+        with the exception of attributes containing double-underscore "__"
+        reset should not remove class attributes or methods
+        reset should set hyper-parameters as in pre-reset state
+    """
+    x = ResetTester(168)
+    x.foo()
+
+    x.reset()
+
+    assert hasattr(x, "a") and x.a == 168
+    assert hasattr(x, "b") and x.b == 42
+    assert hasattr(x, "c") and x.c == 84
+    assert hasattr(x, "clsvar") and x.clsvar == 210
+    assert not hasattr(x, "d")
+    assert not hasattr(x, "_d")
+    assert not hasattr(x, "d_")
+    assert hasattr(x, "f__o__o") and x.f__o__o == 252
+    assert hasattr(x, "foo")

sktime/forecasting/base/_base.py

@@ -220,6 +220,8 @@ def fit(self, y, X=None, fh=None):
         # check y is not None
         assert y is not None, "y cannot be None, but found None"
 
+        # if fit is called, object is reset
+        self.reset()
         # if fit is called, fitted state is re-set
         self._is_fitted = False