[ENH] generalize AggrDist and FlatDist to allow arbitrary callables, including sklearn kernel functions
#3956
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fkiraly
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module:distances&kernels
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FlatDist to allow arbitrary callablesFlatDist to allow arbitrary callables, including sklearn kernel functions
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FlatDist to allow arbitrary callables, including sklearn kernel functionsAggrDist and FlatDist to allow arbitrary callables, including sklearn kernel functions
fkiraly
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Dec 25, 2022
This PR adds a kernel support vector classifier for time series kernels. The added estimator is an interface connector which ties together the `sklearn` support vector classifier and the `sktime` interface for time series distances and kernels. Includes: * #3956 which provides an example of an `sklearn` based kernel function. * #3971 which fixes bugs with `FlatDist` used internally
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This PR generalizes
AggrDistandFlatDistto allow for arbitrary callables of suitable signature as distances/kernels inside.This allows easy definition of common time series distances such as mean Gaussian kernel, mean pairwise Euclidean distance, or index flattened Euclidean distance.
This also adds:
sklearnkernelsktimedistance or ansklearnkernel