<h3 dir="auto">Describe the workflow you want to enable</h3>
<p dir="auto">The Markov Chain is an algorithm that can generate data from data.</p>
<p dir="auto">The idea of the Markov Chain was first published in 1906.</p>
<p dir="auto">It fits SK-Learn's model of <code class="notranslate">fit</code>, <code class="notranslate">predict/transform</code> by fitting the data to a model, and then predicting a new sequence of data.</p>
<p dir="auto">What I am looking for is the green light to go ahead with the implementation, in order to ensure the source code is organized properly, and to ensure there is no duplication.</p>
<h3 dir="auto">Describe your proposed solution</h3>
<p dir="auto">I would like to implement the Markov Chain algorithm:<br>
<a href="https://en.wikipedia.org/wiki/Markov_chain" rel="nofollow">https://en.wikipedia.org/wiki/Markov_chain</a></p>
<p dir="auto">My proposal is to provide it with a numpy array such as:</p>
<div class="snippet-clipboard-content notranslate position-relative overflow-auto" data-snippet-clipboard-copy-content="[
    [1, 2], 
    [2, 3], 
    [3, 4], 
]"><pre class="notranslate"><code class="notranslate">[
    [1, 2], 
    [2, 3], 
    [3, 4], 
]
</code></pre></div>
<p dir="auto">So the training data is not limited to one dimensional data. I would like to implement the option to use one dimensional data for user simplicity. An example of 2 dimensional data would be when using music notes as the training data, each data point could be a vector containing the type of note (ex. half, whole, quarter) and the note itself (ex. A#2, C4).</p>
<p dir="auto">To generate a sequence the user will provide a maximum length, or a stop condition (ex, element contains a 4, or element equals <code class="notranslate">[3, 4]</code></p>
<p dir="auto">The result of the predict would be the same format as the input.</p>
<h3 dir="auto">Describe alternatives you've considered, if relevant</h3>
<p dir="auto"><em>No response</em></p>
<h3 dir="auto">Additional context</h3>
<p dir="auto">I have used Markov chains to generate music from a song, and to generate sentences from Lord of the Rings. I have implemented this algorithm twice (for one and two dimensional data).</p>
<p dir="auto">First off, I didn't find any mentioning of RFECV in the userguide.</p>
<p dir="auto">Update: rest of this issue was fixed.</p>