The predict_joint method

Experimental

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 SomeModelmay 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.