Thank you, I appreciate all of the help you have given on this. I agree that all of the Bayesian routines in SLK should probabilistic models in MLJ, that would be best in the long run.
For now, I managed to call ScikitLearn.jl directly. In doing that, I found that calling ScilearnKit.jl is easy from REPL, but to make the call from a function in the way that I needed, I had to resort to an obscure workaround:
Perhaps there is some other way, but I could not find it. It seems strange that something as basic as calling via a function requires an undocumented hack. In any case, I have a simple workaround for now that allows me to move ahead.