[ENH] fix Empirical index to be pd.MultiIndex for hierarchical data index
#6341
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fkiraly
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Empirical index to be pd.MultiIndex for hierarchical indexEmpirical index to be pd.MultiIndex for hierarchical data index
This was referenced Apr 26, 2024
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Apr 26, 2024
…ta index (#286) The `Empirical` distribution would produce `pd.Index` of tuples instead of `pd.MultiIndex` in some methods, causing failures in sktime/sktime#6052. This PR fixes that - mirror of sktime/sktime#6341
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…us, hierarchical data (#6052) This PR extends `BaggingForecaster` (the main consumer of bootstrap transformers) to support: * exogeneous data * multivariate data * hierarchical and panel data * full probabilistic prediction (empirical) Closes #6042, fixes #6340 Depends on: * #6066 for the probabilistic mode * #6341 for the probabilistic mode * #6067 for `predict_var`
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The
Empiricaldistribution would producepd.Indexof tuples instead ofpd.MultiIndexin some methods, causing failures in #6052.This PR fixes that.
In light of the current refactor in
skprowhich will see theEmpiricalreworked, I think it is sufficient to test indirectly via #6052 for onw.