You’re not missing something, there’s currently no way to pass that argument. It might be good to open an issue at MLJScikitLearnInterface to discuss this (and you could paste what follows).
I doubt that MLJ’s predict
signature will be adapted to match this one but I’ll let @ablaom or @samuel_okon discuss that).
What could work is to pass the return_std
as a new field of BayesianRidgeRegressor
here MLJScikitLearnInterface.jl/linear-regressors.jl at 36882f14321e7e9889aac31447eeed0102eb052f · JuliaAI/MLJScikitLearnInterface.jl · GitHub
then pick that up at predict time here MLJScikitLearnInterface.jl/macros.jl at 36882f14321e7e9889aac31447eeed0102eb052f · JuliaAI/MLJScikitLearnInterface.jl · GitHub
this would also require ScikitLearn.jl to allow passing a return_std=true
to predict
, that might also require opening an issue there cc @cstjean