The predict_joint method
The following API is experimental. It is subject to breaking changes during minor or major releases without warning.
MMI.predict_joint(model::SomeSupervisedModel, fitresult, Xnew) -> yhat
Any Probabilistic
model type SomeModel
may optionally implement a predict_joint
method, which has the same signature as predict
, but whose predictions are a single distribution (rather than a vector of per-observation distributions).
Specifically, the output yhat
of predict_joint
should be an instance of Distributions.Sampleable{<:Multivariate,V}
, where scitype(V) = target_scitype(SomeModel)
and samples have length n
, where n
is the number of observations in Xnew
.
If a new model type subtypes JointProbabilistic <: Probabilistic
then implementation of predict_joint
is compulsory.