Welcome to skpro#

skpro is a library for supervised probabilistic prediction and tabular probability distributions in python.

Features#

skpro provides unified, sklearn and skbase compatible interfaces to:

  • tabular supervised regressors for probabilistic prediction - interval, quantile and distribution predictions

  • metrics to evaluate probabilistic predictions, e.g., pinball loss, empirical coverage, CRPS

  • reductions to turn sklearn regressors into probabilistic skpro regressors, such as bootstrap or conformal

  • building pipelines and composite models, including tuning via probabilistic performance metrics

  • symbolic probability distributions with value domain of pandas.DataFrame-s and pandas-like interface

Technical specification#

  • In-memory computation of a single machine, no distributed computing

  • Medium-sized data in pandas and NumPy based containers

  • Modular, principled and object-oriented API

  • Using interactive Python interpreter, no command-line interface or graphical user interface

Contents#

From here, you can navigate to:

Get Started

Get started using skpro quickly.

User Documentation

Find user documentation.

API Reference

Understand skpro’s API.

Get Involved

Find out how you can contribute.

Changelog

See how the package has changed.

About

Learn more about skpro.