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[DOC] Completing estimator class docstrings #1148

@fkiraly

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@fkiraly

Every estimator class should have a complete docstring.
This should be worked on one-by-one, and feel free to complete only individual rubrics if it's unclear what to fill in for the others.

A good estimator docstring should include rubrics:

  • one-liner description (top), start capitalized, end with .
  • description paragraph - what is the algorithm?
  • Components block - only if there are estimator components. The list of components should be identical with constructor arguments that are estimators (inheriting from BaseClassifier, BaseForecaster, etc).
  • Parameters block - individual parameters listed with param_name: type, explanation, explanation should include value/structure convention if expectation is more specific than just stating the type, e.g., n: int, integer between 0 and 42.
    The list of Parameters should be identical with constructor arguments that are not estimators.
  • Attributes block - these are the most important attributes of object instances which are not parameters or components. It should include attributes that correspond to the "fitted model".
  • Notes - details, formulae, academic references
  • Example - self-contained example on sktime internal toy data that runs

For formatting, we use the numpy style, though note that the rubrics are slightly different (because we are dealing with algorithms/estimators).
Also look at the extension templates for the algorithm scitype for a "fill-in template" that algorithm implementers are using (or should be using).

Here's an example of a good class docstring:

class BOSSEnsemble(BaseClassifier):
    """Ensemble of bag of Symbolic Fourier Approximation Symbols (BOSS).

    Implementation of BOSS Ensemble from Schäfer (2015). [1]_

    Overview: Input "n" series of length "m" and BOSS performs a grid search over
    a set of parameter values, evaluating each with a LOOCV. It then retains
    all ensemble members within 92% of the best by default for use in the ensmeble.
    There are three primary parameters:
        - alpha: alphabet size
        - w: window length
        - l: word length.

    For any combination, a single BOSS slides a window length "w" along the
    series. The w length window is shortened to an "l" length word through
    taking a Fourier transform and keeping the first l/2 complex coefficients.
    These "l" coefficients are then discretized into alpha possible values,
    to form a word length "l". A histogram of words for each
    series is formed and stored.

    Fit involves finding "n" histograms.

    Predict uses 1 nearest neighbor with a bespoke BOSS distance function.

    Parameters
    ----------
    threshold : float, default=0.92
        Threshold used to determine which classifiers to retain. All classifiers
        within percentage `threshold` of the best one are retained.
    max_ensemble_size : int or None, default=500
        Maximum number of classifiers to retain. Will limit number of retained
        classifiers even if more than `max_ensemble_size` are within threshold.
    max_win_len_prop : int or float, default=1
        Maximum window length as a proportion of the series length.
    min_window : int, default=10
        Minimum window size.
    n_jobs : int, default=1
        The number of jobs to run in parallel for both `fit` and `predict`.
        ``-1`` means using all processors.
    random_state : int or None, default=None
        Seed for random, integer.

    Attributes
    ----------
    n_classes : int
        Number of classes. Extracted from the data.
    n_instances : int
        Number of instances. Extracted from the data.
    n_estimators : int
        The final number of classifiers used. Will be <= `max_ensemble_size` if
        `max_ensemble_size` has been specified.
    series_length : int
        Length of all series (assumed equal).
    classifiers : list
       List of DecisionTree classifiers.

    See Also
    --------
    IndividualBOSS, ContractableBOSS

    Notes
    -------
    For the Java version, see
    `TSML <https://github.com/uea-machine-learning/tsml/blob/master/src/
    main/java/tsml/classifiers/dictionary_based/BOSS.java>`_.

    References
    ----------
    .. [1] Patrick Schäfer, "The BOSS is concerned with time series classification
       in the presence of noise", Data Mining and Knowledge Discovery, 29(6): 2015
       https://link.springer.com/article/10.1007/s10618-014-0377-7

    Example
    -------
    >>> from sktime.classification.dictionary_based import BOSSEnsemble
    >>> from sktime.datasets import load_italy_power_demand
    >>> X_train, y_train = load_italy_power_demand(split="train", return_X_y=True)
    >>> X_test, y_test = load_italy_power_demand(split="test", return_X_y=True)
    >>> clf = BOSSEnsemble()
    >>> clf.fit(X_train, y_train)
    BOSSEnsemble(...)
    >>> y_pred = clf.predict(X_test)
    """

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