Build scikit-learn compatible custom estimators by following the official ârolling your own estimatorâ rules for __init__, fit/predict, validation, learned attributes, tags, and estimator checks; prerequisite for autogluon-sklearn-wrapper or any sklearn-facing wrappers.
Install
npx skills add crossxwill/IML4Finance --skill custom-sklearn-estimatornpx skills add crossxwill/IML4Finance --skill custom-sklearn-estimator -a claude-code -gnpx skills add crossxwill/IML4Finance --skill custom-sklearn-estimator -a codex -ggemini skills install https://github.com/crossxwill/IML4Finance.git --path .github/skills/custom-sklearn-estimatorgh skill install crossxwill/IML4Finance custom-sklearn-estimatorgit clone --depth 1 https://github.com/crossxwill/IML4Finance /tmp/crossxwill__IML4Finance
mkdir -p ~/.claude/skills ~/.agents/skills
cp -R /tmp/crossxwill__IML4Finance/.github/skills/custom-sklearn-estimator ~/.claude/skills/custom-sklearn-estimator # Claude Code
cp -R /tmp/crossxwill__IML4Finance/.github/skills/custom-sklearn-estimator ~/.agents/skills/custom-sklearn-estimator # Codex, Cursor, Gemini CLI, Copilot, OpenCode