skfolio 0.2.2__py3-none-any.whl → 0.3.0__py3-none-any.whl

skfolio/moments/expected_returns/{_expected_returns.py → _shrunk_mu.py}

@@ -1,4 +1,4 @@
-"""Expected returns estimators."""
+"""Shrinkage Expected Returns (Mu) Estimators."""
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
@@ -12,209 +12,13 @@ from enum import auto
 
 import numpy as np
 import numpy.typing as npt
-import pandas as pd
+import sklearn.utils.metadata_routing as skm
 
 from skfolio.moments.covariance import BaseCovariance, EmpiricalCovariance
 from skfolio.moments.expected_returns._base import BaseMu
 from skfolio.utils.tools import AutoEnum, check_estimator
 
 
-class EmpiricalMu(BaseMu):
-    """Empirical Expected Returns (Mu) estimator.
-
-    Estimates the expected returns with the historical mean.
-
-    Parameters
-    ----------
-    window_size : int, optional
-        Window size. The model is fitted on the last `window_size` observations.
-        The default (`None`) is to use all the data.
-
-    Attributes
-    ----------
-    mu_ : ndarray of shape (n_assets,)
-        Estimated expected returns of the assets.
-
-    n_features_in_ : int
-        Number of assets seen during `fit`.
-
-    feature_names_in_ : ndarray of shape (`n_features_in_`,)
-        Names of assets seen during `fit`. Defined only when `X`
-        has assets names that are all strings.
-    """
-
-    def __init__(self, window_size: int | None = None):
-        self.window_size = window_size
-
-    def fit(self, X: npt.ArrayLike, y=None) -> "EmpiricalMu":
-        """Fit the Mu Empirical estimator model.
-
-        Parameters
-        ----------
-        X : array-like of shape (n_observations, n_assets)
-            Price returns of the assets.
-
-        y : Ignored
-            Not used, present for API consistency by convention.
-
-        Returns
-        -------
-        self : EmpiricalMu
-            Fitted estimator.
-        """
-        X = self._validate_data(X)
-        if self.window_size is not None:
-            X = X[-self.window_size :]
-        self.mu_ = np.mean(X, axis=0)
-        return self
-
-
-class EWMu(BaseMu):
-    r"""Exponentially Weighted Expected Returns (Mu) estimator.
-
-    Estimates the expected returns with the exponentially weighted mean (EWM).
-
-    Parameters
-    ----------
-    window_size : int, optional
-        Window size. The model is fitted on the last `window_size` observations.
-        The default (`None`) is to use all the data.
-
-    alpha : float, default=0.2
-        Exponential smoothing factor. The default value is `0.2`.
-
-        :math:`0 < \alpha \leq 1`.
-
-    Attributes
-    ----------
-    mu_ : ndarray of shape (n_assets,)
-       Estimated expected returns of the assets.
-
-    n_features_in_ : int
-        Number of assets seen during `fit`.
-
-    feature_names_in_ : ndarray of shape (`n_features_in_`,)
-        Names of assets seen during `fit`. Defined only when `X`
-        has assets names that are all strings.
-    """
-
-    def __init__(self, window_size: int | None = None, alpha: float = 0.2):
-        self.window_size = window_size
-        self.alpha = alpha
-
-    def fit(self, X: npt.ArrayLike, y=None) -> "EWMu":
-        """Fit the EWMu estimator model.
-
-        Parameters
-        ----------
-        X : array-like of shape (n_observations, n_assets)
-           Price returns of the assets.
-
-        y : Ignored
-            Not used, present for API consistency by convention.
-
-        Returns
-        -------
-        self : EWMu
-            Fitted estimator.
-        """
-        X = self._validate_data(X)
-        if self.window_size is not None:
-            X = X[-self.window_size :]
-        self.mu_ = pd.DataFrame(X).ewm(alpha=self.alpha).mean().iloc[-1, :].to_numpy()
-        return self
-
-
-class EquilibriumMu(BaseMu):
-    r"""Equilibrium Expected Returns (Mu) estimator.
-
-    The Equilibrium is defined as:
-
-        .. math:: risk\_aversion \times \Sigma \cdot w^T
-
-    For Market Cap Equilibrium, the weights are the assets Market Caps.
-    For Equal-weighted Equilibrium, the weights are equal-weighted (1/N).
-
-    Parameters
-    ----------
-    risk_aversion : float, default=1.0
-        Risk aversion factor.
-        The default value is `1.0`.
-
-    weights : array-like of shape (n_assets,), optional
-        Asset weights used to compute the Expected Return Equilibrium.
-        The default is to use the equal-weighted equilibrium (1/N).
-        For a Market Cap weighted equilibrium, you must provide the asset Market Caps.
-
-    covariance_estimator : BaseCovariance, optional
-        :ref:`Covariance estimator <covariance_estimator>` used to estimate the
-        covariance in the equilibrium formula.
-        The default (`None`) is to use :class:`~skfolio.moments.EmpiricalCovariance`.
-
-    Attributes
-    ----------
-    mu_ : ndarray of shape (n_assets,)
-          Estimated expected returns of the assets.
-
-    covariance_estimator_ : BaseCovariance
-        Fitted `covariance_estimator`.
-
-    n_features_in_ : int
-        Number of assets seen during `fit`.
-
-    feature_names_in_ : ndarray of shape (`n_features_in_`,)
-        Names of assets seen during `fit`. Defined only when `X`
-        has assets names that are all strings.
-    """
-
-    covariance_estimator_: BaseCovariance
-
-    def __init__(
-        self,
-        risk_aversion: float = 1,
-        weights: np.ndarray | None = None,
-        covariance_estimator: BaseCovariance | None = None,
-    ):
-        self.risk_aversion = risk_aversion
-        self.weights = weights
-        self.covariance_estimator = covariance_estimator
-
-    def fit(self, X: npt.ArrayLike, y=None) -> "EquilibriumMu":
-        """Fit the EquilibriumMu estimator model.
-
-        Parameters
-        ----------
-        X : array-like of shape (n_observations, n_assets)
-           Price returns of the assets.
-
-        y : Ignored
-            Not used, present for API consistency by convention.
-
-        Returns
-        -------
-        self : EquilibriumMu
-            Fitted estimator.
-        """
-        # fitting estimators
-        self.covariance_estimator_ = check_estimator(
-            self.covariance_estimator,
-            default=EmpiricalCovariance(),
-            check_type=BaseCovariance,
-        )
-        self.covariance_estimator_.fit(X)
-
-        # we validate and convert to numpy after all models have been fitted to keep
-        # features names information.
-        X = self._validate_data(X)
-        n_assets = X.shape[1]
-        if self.weights is None:
-            weights = np.ones(n_assets) / n_assets
-        else:
-            weights = np.asarray(self.weights)
-        self.mu_ = self.risk_aversion * self.covariance_estimator_.covariance_ @ weights
-        return self
-
-
 class ShrunkMuMethods(AutoEnum):
     """Shrinkage methods for the ShrunkMu estimator
 
@@ -336,7 +140,15 @@ class ShrunkMu(BaseMu):
         self.vol_weighted_target = vol_weighted_target
         self.method = method
 
-    def fit(self, X: npt.ArrayLike, y=None) -> "ShrunkMu":
+    def get_metadata_routing(self):
+        # noinspection PyTypeChecker
+        router = skm.MetadataRouter(owner=self.__class__.__name__).add(
+            covariance_estimator=self.covariance_estimator,
+            method_mapping=skm.MethodMapping().add(caller="fit", callee="fit"),
+        )
+        return router
+
+    def fit(self, X: npt.ArrayLike, y=None, **fit_params) -> "ShrunkMu":
         """Fit the ShrunkMu estimator model.
 
         Parameters
@@ -347,11 +159,20 @@ class ShrunkMu(BaseMu):
         y : Ignored
             Not used, present for API consistency by convention.
 
+        **fit_params : dict
+            Parameters to pass to the underlying estimators.
+            Only available if `enable_metadata_routing=True`, which can be
+            set by using ``sklearn.set_config(enable_metadata_routing=True)``.
+            See :ref:`Metadata Routing User Guide <metadata_routing>` for
+            more details.
+
         Returns
         -------
         self : ShrunkMu
             Fitted estimator.
         """
+        routed_params = skm.process_routing(self, "fit", **fit_params)
+
         if not isinstance(self.method, ShrunkMuMethods):
             raise ValueError(
                 "`method` must be of type ShrunkMuMethods, got"
@@ -363,7 +184,8 @@ class ShrunkMu(BaseMu):
             default=EmpiricalCovariance(),
             check_type=BaseCovariance,
         )
-        self.covariance_estimator_.fit(X)
+        # noinspection PyArgumentList
+        self.covariance_estimator_.fit(X, y, **routed_params.covariance_estimator.fit)
 
         # we validate and convert to numpy after all models have been fitted to keep
         # features names information.

skfolio/optimization/cluster/_nco.py

@@ -15,7 +15,8 @@ import numpy.typing as npt
 import pandas as pd
 import sklearn as sk
 import sklearn.base as skb
-import sklearn.model_selection as skm
+import sklearn.model_selection as sks
+import sklearn.utils.metadata_routing as skm
 import sklearn.utils.parallel as skp
 
 import skfolio.typing as skt
@@ -174,7 +175,7 @@ class NestedClustersOptimization(BaseOptimization):
         outer_estimator: BaseOptimization | None = None,
         distance_estimator: BaseDistance | None = None,
         clustering_estimator: skb.BaseEstimator | None = None,
-        cv: skm.BaseCrossValidator | BaseCombinatorialCV | str | int | None = None,
+        cv: sks.BaseCrossValidator | BaseCombinatorialCV | str | int | None = None,
         quantile: float = 0.5,
         quantile_measure: skt.Measure = RatioMeasure.SHARPE_RATIO,
         n_jobs: int | None = None,
@@ -192,8 +193,27 @@ class NestedClustersOptimization(BaseOptimization):
         self.n_jobs = n_jobs
         self.verbose = verbose
 
+    def get_metadata_routing(self):
+        # noinspection PyTypeChecker
+        router = (
+            skm.MetadataRouter(owner=self.__class__.__name__)
+            .add(
+                distance_estimator=self.distance_estimator,
+                method_mapping=skm.MethodMapping().add(caller="fit", callee="fit"),
+            )
+            .add(
+                clustering_estimator=self.clustering_estimator,
+                method_mapping=skm.MethodMapping().add(caller="fit", callee="fit"),
+            )
+            .add(
+                inner_estimator=self.inner_estimator,
+                method_mapping=skm.MethodMapping().add(caller="fit", callee="fit"),
+            )
+        )
+        return router
+
     def fit(
-        self, X: npt.ArrayLike, y: npt.ArrayLike | None = None
+        self, X: npt.ArrayLike, y: npt.ArrayLike | None = None, **fit_params
     ) -> "NestedClustersOptimization":
         """Fit the Nested Clusters Optimization estimator.
 
@@ -206,11 +226,20 @@ class NestedClustersOptimization(BaseOptimization):
             Price returns of factors or a target benchmark.
             The default is `None`.
 
+        **fit_params : dict
+            Parameters to pass to the underlying estimators.
+            Only available if `enable_metadata_routing=True`, which can be
+            set by using ``sklearn.set_config(enable_metadata_routing=True)``.
+            See :ref:`Metadata Routing User Guide <metadata_routing>` for
+            more details.
+
         Returns
         -------
         self : NestedClustersOptimization
             Fitted estimator.
         """
+        routed_params = skm.process_routing(self, "fit", **fit_params)
+
         self.distance_estimator_ = check_estimator(
             self.distance_estimator,
             default=PearsonDistance(),
@@ -232,7 +261,8 @@ class NestedClustersOptimization(BaseOptimization):
             check_type=BaseOptimization,
         )
 
-        self.distance_estimator_.fit(X)
+        # noinspection PyArgumentList
+        self.distance_estimator_.fit(X, y, **routed_params.distance_estimator.fit)
         distance = self.distance_estimator_.distance_
         n_assets = distance.shape[0]
 
@@ -241,7 +271,9 @@ class NestedClustersOptimization(BaseOptimization):
             distance = pd.DataFrame(distance, columns=X.columns)
 
         # noinspection PyUnresolvedReferences
-        self.clustering_estimator_.fit(distance)
+        self.clustering_estimator_.fit(
+            X=distance, y=None, **routed_params.clustering_estimator.fit
+        )
         # noinspection PyUnresolvedReferences
         labels = self.clustering_estimator_.labels_
         n_clusters = max(labels) + 1
@@ -254,7 +286,12 @@ class NestedClustersOptimization(BaseOptimization):
         # noinspection PyCallingNonCallable
         fitted_inner_estimators = skp.Parallel(n_jobs=self.n_jobs)(
             skp.delayed(fit_single_estimator)(
-                sk.clone(_inner_estimator), X, y, indices=cluster_ids, axis=1
+                sk.clone(_inner_estimator),
+                X,
+                y,
+                routed_params.inner_estimator.fit,
+                indices=cluster_ids,
+                axis=1,
             )
             for cluster_ids in clusters
             if len(cluster_ids) != 1
@@ -288,7 +325,7 @@ class NestedClustersOptimization(BaseOptimization):
             cv_predictions = None
             test_indices = slice(None)
         else:
-            cv = skm.check_cv(self.cv)
+            cv = sks.check_cv(self.cv)
             if hasattr(cv, "random_state") and cv.random_state is None:
                 cv.random_state = np.random.RandomState()
             # noinspection PyCallingNonCallable
@@ -302,6 +339,7 @@ class NestedClustersOptimization(BaseOptimization):
                     verbose=self.verbose,
                     column_indices=cluster_ids,
                     method="predict",
+                    params=routed_params.inner_estimator.fit,
                 )
                 for cluster_ids in clusters
                 if len(cluster_ids) != 1
@@ -347,7 +385,7 @@ class NestedClustersOptimization(BaseOptimization):
         else:
             assert not any(cv_predictions), "cv_predictions iterator must be empty"
 
-        fit_single_estimator(self.outer_estimator_, X=X_pred, y=y_pred)
+        fit_single_estimator(self.outer_estimator_, X_pred, y_pred, fit_params={})
         outer_weights = self.outer_estimator_.weights_
         self.weights_ = outer_weights @ inner_weights
         return self

skfolio/optimization/cluster/hierarchical/_base.py

@@ -12,6 +12,7 @@ from typing import Any
 
 import numpy as np
 import numpy.typing as npt
+import sklearn.utils.metadata_routing as skm
 
 import skfolio.typing as skt
 from skfolio.cluster import HierarchicalClustering
@@ -438,6 +439,25 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
         )
         return alpha
 
+    def get_metadata_routing(self):
+        # noinspection PyTypeChecker
+        router = (
+            skm.MetadataRouter(owner=self.__class__.__name__)
+            .add(
+                prior_estimator=self.prior_estimator,
+                method_mapping=skm.MethodMapping().add(caller="fit", callee="fit"),
+            )
+            .add(
+                distance_estimator=self.distance_estimator,
+                method_mapping=skm.MethodMapping().add(caller="fit", callee="fit"),
+            )
+            .add(
+                hierarchical_clustering_estimator=self.hierarchical_clustering_estimator,
+                method_mapping=skm.MethodMapping().add(caller="fit", callee="fit"),
+            )
+        )
+        return router
+
     @abstractmethod
-    def fit(self, X: npt.ArrayLike, y: None = None):
+    def fit(self, X: npt.ArrayLike, y: None = None, **fit_params):
         pass

skfolio/optimization/cluster/hierarchical/_herc.py

@@ -10,6 +10,7 @@ import numpy as np
 import numpy.typing as npt
 import pandas as pd
 import scipy.cluster.hierarchy as sch
+import sklearn.utils.metadata_routing as skm
 
 import skfolio.typing as skt
 from skfolio.cluster import HierarchicalClustering
@@ -269,7 +270,7 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
         )
 
     def fit(
-        self, X: npt.ArrayLike, y: None = None
+        self, X: npt.ArrayLike, y: None = None, **fit_params
     ) -> "HierarchicalEqualRiskContribution":
         """Fit the Hierarchical Equal Risk Contribution estimator.
 
@@ -281,11 +282,20 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
         y : Ignored
             Not used, present for API consistency by convention.
 
+        **fit_params : dict
+            Parameters to pass to the underlying estimators.
+            Only available if `enable_metadata_routing=True`, which can be
+            set by using ``sklearn.set_config(enable_metadata_routing=True)``.
+            See :ref:`Metadata Routing User Guide <metadata_routing>` for
+            more details.
+
         Returns
         -------
         self : HierarchicalEqualRiskContribution
             Fitted estimator.
         """
+        routed_params = skm.process_routing(self, "fit", **fit_params)
+
         # Validate
         if not isinstance(self.risk_measure, RiskMeasure | ExtraRiskMeasure):
             raise TypeError(
@@ -308,7 +318,7 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
         )
 
         # Fit the estimators
-        self.prior_estimator_.fit(X, y)
+        self.prior_estimator_.fit(X, y, **routed_params.prior_estimator.fit)
         prior_model = self.prior_estimator_.prior_model_
         returns = prior_model.returns
 
@@ -316,14 +326,18 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
         if isinstance(X, pd.DataFrame):
             returns = pd.DataFrame(returns, columns=X.columns)
 
-        self.distance_estimator_.fit(returns)
+        # noinspection PyArgumentList
+        self.distance_estimator_.fit(returns, y, **routed_params.distance_estimator.fit)
         distance = self.distance_estimator_.distance_
 
         # To keep the asset_names
         if isinstance(X, pd.DataFrame):
             distance = pd.DataFrame(distance, columns=X.columns)
 
-        self.hierarchical_clustering_estimator_.fit(distance)
+        # noinspection PyArgumentList
+        self.hierarchical_clustering_estimator_.fit(
+            X=distance, y=None, **routed_params.hierarchical_clustering_estimator.fit
+        )
 
         n_clusters = self.hierarchical_clustering_estimator_.n_clusters_
         labels = self.hierarchical_clustering_estimator_.labels_

skfolio/optimization/cluster/hierarchical/_hrp.py

@@ -10,6 +10,7 @@ import numpy as np
 import numpy.typing as npt
 import pandas as pd
 import scipy.cluster.hierarchy as sch
+import sklearn.utils.metadata_routing as skm
 
 import skfolio.typing as skt
 from skfolio.cluster import HierarchicalClustering
@@ -270,7 +271,9 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
             portfolio_params=portfolio_params,
         )
 
-    def fit(self, X: npt.ArrayLike, y: None = None) -> "HierarchicalRiskParity":
+    def fit(
+        self, X: npt.ArrayLike, y: None = None, **fit_params
+    ) -> "HierarchicalRiskParity":
         """Fit the Hierarchical Risk Parity Optimization estimator.
 
         Parameters
@@ -286,6 +289,8 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
         self : HierarchicalRiskParity
             Fitted estimator.
         """
+        routed_params = skm.process_routing(self, "fit", **fit_params)
+
         # Validate
         if not isinstance(self.risk_measure, RiskMeasure | ExtraRiskMeasure):
             raise TypeError(
@@ -308,7 +313,7 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
         )
 
         # Fit the estimators
-        self.prior_estimator_.fit(X, y)
+        self.prior_estimator_.fit(X, y, **routed_params.prior_estimator.fit)
         prior_model = self.prior_estimator_.prior_model_
         returns = prior_model.returns
 
@@ -316,14 +321,18 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
         if isinstance(X, pd.DataFrame):
             returns = pd.DataFrame(returns, columns=X.columns)
 
-        self.distance_estimator_.fit(returns)
+        # noinspection PyArgumentList
+        self.distance_estimator_.fit(returns, y, **routed_params.distance_estimator.fit)
         distance = self.distance_estimator_.distance_
 
         # To keep the asset_names
         if isinstance(X, pd.DataFrame):
             distance = pd.DataFrame(distance, columns=X.columns)
 
-        self.hierarchical_clustering_estimator_.fit(distance)
+        # noinspection PyArgumentList
+        self.hierarchical_clustering_estimator_.fit(
+            X=distance, y=None, **routed_params.hierarchical_clustering_estimator.fit
+        )
 
         X = self._validate_data(X)
         n_assets = X.shape[1]

skfolio/optimization/convex/_base.py

@@ -17,6 +17,7 @@ import numpy as np
 import numpy.typing as npt
 import scipy as sc
 import scipy.sparse.linalg as scl
+import sklearn.utils.metadata_routing as skm
 
 import skfolio.typing as skt
 from skfolio.measures import RiskMeasure, owa_gmd_weights
@@ -1959,6 +1960,14 @@ class ConvexOptimization(BaseOptimization, ABC):
         ]
         return risk, constraints
 
+    def get_metadata_routing(self):
+        # noinspection PyTypeChecker
+        router = skm.MetadataRouter(owner=self.__class__.__name__).add(
+            prior_estimator=self.prior_estimator,
+            method_mapping=skm.MethodMapping().add(caller="fit", callee="fit"),
+        )
+        return router
+
     @abstractmethod
-    def fit(self, X: npt.ArrayLike, y: npt.ArrayLike | None = None):
+    def fit(self, X: npt.ArrayLike, y: npt.ArrayLike | None = None, **fit_params):
         pass

skfolio/optimization/convex/_distributionally_robust.py

@@ -7,6 +7,7 @@
 import cvxpy as cp
 import numpy as np
 import numpy.typing as npt
+import sklearn.utils.metadata_routing as skm
 
 import skfolio.typing as skt
 from skfolio.measures import RiskMeasure
@@ -303,7 +304,7 @@ class DistributionallyRobustCVaR(ConvexOptimization):
         self.wasserstein_ball_radius = wasserstein_ball_radius
 
     def fit(
-        self, X: npt.ArrayLike, y: npt.ArrayLike | None = None
+        self, X: npt.ArrayLike, y: npt.ArrayLike | None = None, **fit_params
     ) -> "DistributionallyRobustCVaR":
         """Fit the Distributionally Robust CVaR Optimization estimator.
 
@@ -316,11 +317,20 @@ class DistributionallyRobustCVaR(ConvexOptimization):
             Price returns of factors.
             The default is `None`.
 
+        **fit_params : dict
+            Parameters to pass to the underlying estimators.
+            Only available if `enable_metadata_routing=True`, which can be
+            set by using ``sklearn.set_config(enable_metadata_routing=True)``.
+            See :ref:`Metadata Routing User Guide <metadata_routing>` for
+            more details.
+
         Returns
         -------
         self : DistributionallyRobustCVaR
            Fitted estimator.
         """
+        routed_params = skm.process_routing(self, "fit", **fit_params)
+
         self._check_feature_names(X, reset=True)
         # Used to avoid adding multiple times similar constrains linked to identical
         # risk models
@@ -329,7 +339,7 @@ class DistributionallyRobustCVaR(ConvexOptimization):
             default=EmpiricalPrior(),
             check_type=BasePrior,
         )
-        self.prior_estimator_.fit(X, y)
+        self.prior_estimator_.fit(X, y, **routed_params.prior_estimator.fit)
         prior_model = self.prior_estimator_.prior_model_
         n_observations, n_assets = prior_model.returns.shape
 

skfolio/optimization/convex/_maximum_diversification.py

@@ -398,7 +398,7 @@ class MaximumDiversification(MeanRisk):
         )
 
     def fit(
-        self, X: npt.ArrayLike, y: npt.ArrayLike | None = None
+        self, X: npt.ArrayLike, y: npt.ArrayLike | None = None, **fit_params
     ) -> "MaximumDiversification":
         """Fit the Maximum Diversification Optimization estimator.
 
@@ -411,6 +411,13 @@ class MaximumDiversification(MeanRisk):
             Price returns of factors or a target benchmark.
             The default is `None`.
 
+        **fit_params : dict
+            Parameters to pass to the underlying estimators.
+            Only available if `enable_metadata_routing=True`, which can be
+            set by using ``sklearn.set_config(enable_metadata_routing=True)``.
+            See :ref:`Metadata Routing User Guide <metadata_routing>` for
+            more details.
+
         Returns
         -------
         self : MaximumDiversification
@@ -424,5 +431,5 @@ class MaximumDiversification(MeanRisk):
             return np.sqrt(np.diag(covariance)) @ w
 
         self.overwrite_expected_return = func
-        super().fit(X, y)
+        super().fit(X, y, **fit_params)
         return self