API Reference#

This section provides detailed documentation for every public class and function in nestkit. Use the table below to jump to a specific component, or browse the sub-pages organised by topic.

Core estimators#

`NestedCVClassifier`	Nested cross-validation for classification tasks.
`NestedCVRegressor`	Nested cross-validation for regression tasks.

Result containers#

`ClassifierResults`	Aggregated nested CV results for classification.
`RegressorResults`	Aggregated nested CV results for regression.
`results.ClassifierOuterFoldResult`	Result of a single outer fold evaluation (classification).
`results.RegressorOuterFoldResult`	Result of a single outer fold evaluation (regression).

Calibration#

`calibration.PostHocCalibrator`	Unified interface for post-hoc probability calibration.
`calibration.CalibrationDiagnostics`	Assess calibration quality before and after post-hoc calibration.

Thresholding#

thresholding.ThresholdResult

Threshold optimization results for a single outer fold.

Conformal prediction#

`conformal.MondrianClassifierConformal`	Class-conditional (Mondrian) conformal prediction sets.
`conformal.MondrianRegressorConformal`	Mondrian conformal prediction intervals conditioned on predicted value.
`conformal.ClassifierConformalResult`	Per-class quantile thresholds from CV+ Mondrian conformal calibration.
`conformal.RegressorConformalResult`	Per-bin residual quantiles from Mondrian regression conformal calibration.

Model comparison#

comparison.NestedCVComparator

Statistically rigorous comparison of nested cross-validation results.

Diagnostics#

diagnostics.HyperparameterStability

Assess hyperparameter selection consistency across outer folds.

Feature importance#

importance.FeatureImportanceAggregator

Aggregate feature importances across nested CV outer folds.

Inner CV#

inner.InnerCVReport

Diagnostics for the inner CV hyperparameter search of a single outer fold.

Callbacks#

`callbacks.FoldCallback`	Runtime-checkable protocol for nested CV fold callbacks.
`callbacks.ProgressCallback`	Display a tqdm progress bar during nested cross-validation.
`callbacks.CheckpointCallback`	Pickle intermediate fold results to disk after each outer fold.
`callbacks.LoggingCallback`	Emit structured log messages at each nested CV lifecycle event.