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Consistency of attributes names accross regression classes and the single_estimator_ attribute in CQR #250

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gmartinonQM opened this issue Jan 5, 2023 · 0 comments · Fixed by #257
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@gmartinonQM
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Hi all ! And many thanks for your time on MAPIE development, this library rocks !

I found a syntax discrepancy between CQR and other regression classes, that makes using the library a little bit awkward when performing benchmarks.

For example, the MapieRegressor and TimeSeriesRegressor classes both have an attribute called single_estimator_, that is clear from the docstring and represents the model we would use without MAPIE.

However, the MapieQuantileRegressor class has no such attributes (which is surprising for a class inheriting MapieRegressor which does have this attribute), but instead the model that would be naturally used without MAPIE, the 0.5-quantile estimator, is hidden in estimators_[2].

It thus happens that in a code comparing MapieRegressor with MapieQuantileRegressor, the code syntax is not homogeneous.

Would it be possible to make a single_estimator_ attribute for MapieQuantileRegressor in the same spirit as MapieRegressor ?

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