[ENH] FittedForecaster for using serialized/fitted forecasters
#2903
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fkiraly
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Aug 9, 2023
Mirror of `skbase` sktime/skbase#212 This PR removes the `sklearn` dependency in `get_test_params`, by replacing `_check_get_params_invariance` with an `skbase`-native implementation. The call to `clone` is replaced with the object's one `clone`method. Related: #2903 which needs a custom `clone` to function (due to a serialized estimator being a parameter).
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Draft PR containing a design study for use of serialized forecasters, e.g., pickled or fitted neural networks.
The
FittedForecasterwraps an already fitted forecaster pre-trained on some other data, and exposes it under thesktimeinterface.fitneeds to be called again, but that does not change the original pre-trainedmodel. Instead, depending on parameter settings, it leaves the model unchanged, or updates it.