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Extensions

Extension packages add forecasters, metrics, and integrations to Yohou. This page lists all official and community extensions, and documents the base classes available for building custom components.

Official Extensions

Name Install Description
yohou-optuna uv add yohou-optuna Hyperparameter optimization via Optuna. Provides OptunaSearchCV as a drop-in replacement for GridSearchCV and RandomizedSearchCV. (source)
yohou-nixtla uv add yohou-nixtla Integration with Nixtla forecasting libraries (statsforecast, mlforecast, neuralforecast). Wraps Nixtla models as Yohou forecasters. (source)

Community Extensions

No community extensions are listed yet. Community extensions can be submitted via a GitHub issue.

Extension Points

All custom components inherit from one of the base classes below. Each base class provides the estimator interface (fit, predict, score, etc.) and requires subclasses to implement specific abstract methods.

For step-by-step implementation guides, see Create a Point Forecaster, Create an Interval Forecaster, Create a Transformer, and Create a Custom Scorer. For an explanation of how tags, MRO merging, and dynamic configuration work, see Extending Yohou.

Forecasters

Base Class Import Abstract Methods
BasePointForecaster yohou.point fit(), _predict_one()
BaseIntervalForecaster yohou.interval fit(), _predict_interval_one()
BaseClassProbaForecaster yohou.class_proba fit(), _predict_class_proba_one()

Scorers

Base Class Import Abstract Methods
BasePointScorer yohou.metrics score(), _compute_raw_errors()
BaseIntervalScorer yohou.metrics score(), _compute_raw_scores()
BaseClassProbaScorer yohou.metrics score(), _compute_raw_errors()

Transformers

Base Class Import Abstract Methods
BaseTransformer yohou.base _transform(), get_feature_names_out()

Optional overrides: _fit() (default no-op), _inverse_transform() (required only for invertible transformers).

Splitters

Base Class Import Abstract Methods
BaseSplitter yohou.model_selection split(), _iter_test_indices(), get_n_splits()

Search Strategies

Base Class Import Abstract Methods
BaseSearchCV yohou.model_selection.search _run_search()

Built-in implementations: GridSearchCV, RandomizedSearchCV. Extend BaseSearchCV only for custom search strategies (e.g., Bayesian optimization).

See Also

  • Tags: tag system for declaring component capabilities
  • Data Catalog: bundled datasets for testing and examples