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feat: Add Bayesian Ridge Regression with uncertainty quantification#62

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sandrohuni merged 5 commits into
mainfrom
operational_enhancement
Feb 21, 2026
Merged

feat: Add Bayesian Ridge Regression with uncertainty quantification#62
sandrohuni merged 5 commits into
mainfrom
operational_enhancement

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@sandrohuni

@sandrohuni sandrohuni commented Feb 21, 2026

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Summary

  • Bayesian Ridge Regression: Added bayesian_ridge model type to the linear regression module with built-in uncertainty estimation
  • Quantile predictions: Produces probabilistic forecasts with Q5, Q10, Q25, Q75, Q90, Q95 uncertainty bounds using the Bayesian posterior predictive distribution
  • Seasonal evaluation: Added seasonal evaluation capabilities for comprehensive model assessment
  • Version bump: 2.0.0 → 2.1.0

Key Changes

  • lt_forecasting/forecast_models/LINEAR_REGRESSION.py: Extended with BayesianRidge model type, TransformedTargetRegressor for proper target scaling, and quantile prediction outputs
  • lt_forecasting/forecast_models/SciRegressor.py: Updated interface to support new model outputs
  • tests/functionality/test_linear_regression.py: Added comprehensive tests for the linear regression module
  • scripts/seasonal_forecast_vis.py: Refactored visualization scripts
  • scripts/gp_seasonal_forecast.py: Added GP-based seasonal forecasting script

Test plan

  • Run linear regression tests: uv run pytest tests/functionality/test_linear_regression.py -v
  • Verify Bayesian Ridge produces valid quantile predictions
  • Check seasonal evaluation outputs

🤖 Generated with Claude Code

sandrohuni and others added 5 commits February 20, 2026 20:29
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
- Remove scripts/logs/log and tests/logs/log from tracking
- Update .gitignore to use **/logs/ pattern to match all log directories

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
@sandrohuni sandrohuni merged commit 246ea4e into main Feb 21, 2026
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