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Models to wrap
Relatively easy wraps are the SckitLearn.jl models, presently being wrapped one-at-a-time. Checkout regressor metadata for scikit-learn learners that are regressors (needs checking), which are the easiest ones to wrap. Can use ElasticNet (already done) in MLJModels/src/ScikitLearn.jl as a template, which is where new wraps will also live. Check the models do not already have implementations by entering models()
in MLJ.
ManifoldLearning.jl #161 contains transformers, Isomap, Diffusion maps, Laplacian Eigenmaps, Locally Linear Embedding, Hessian Eigenmaps, Local Tangent Space Alignment.
LowRankModels.jl #44 contains transformers PCA (iterative version) QPCA, Means, robust PCA, among others.
MultivariateStats.jl #167 contains transformers kernalPCA, ICA, among others
Stheno.jl #57 for Guassian processes (regression, as a start; classification is trickier) - more challenging wrap
Turing.jl #157 for probabilistic programming, subject of special session Wednesday
Flux.jl work-in-progress Ayush/Anthony, subject of special session Thursday
Also suggestions for models in other packages eagerly sought.