[ENH] factor out column ensemble functionality from _ColumnEnsembleForecaster to new base mixin
#4231
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fkiraly
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module:forecasting
This was referenced Feb 14, 2023
This was referenced Feb 18, 2023
fkiraly
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This adds a `ColumnEnsembleTransformer` native to `sktime` which follows syntax and logic of the `ColumnEnsembleForecaster`. It relies on the `_ColumnEnsemble` mixin created in #4231 This currently does not replace the `ColumnTransformer` as the latter has additional parameters, so would require deprecation at this point in time. Instead, I think we want to add the parameters that `ColumnTransformer` has, to `ColumnEnsembleForecaster` and `ColumnEnsembleTransformer` where applicable and later refactor-deprecate using the `sktime` native transformer with full parameter set.
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This PR factors out column ensemble functionality from
_ColumnEnsembleForecasterto a new mixin,_ColumnEnsemble, in thebasemodule.This prepares a refactor of the
ColumnTransformerwhich will depend on_ColumnEnsemble, also see #2537