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TargetTransformer meta-estimator? #8678
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EasyWell-defined and straightforward way to resolveWell-defined and straightforward way to resolveNew Feature
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A relatively common pattern is to change y according to some function for prediction, for example by using a logarithm in regression.
Usually you want to measure the performance in the original space, so you need to transform y back before scoring.
That's really easily done using a meta-estimator.
I think I reimplemented the logy meta-estimator about 10 times, so I think we should just add it. And we don't really need to restrict it to logarithm, we can allow the user to provide f and f_inverse.
Maybe should go into preprocessing?
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EasyWell-defined and straightforward way to resolveWell-defined and straightforward way to resolveNew Feature