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I am trying to use Pipeline with a customized final step estimator. This final estimator predict method can output std when using return_std=True.
But the predict method of Pipeline does not allow return_std option, gives error on scikit-learn/sklearn/utils/metaestimators.py Line 54.
Calling fit on the pipeline is the same as calling fit on each estimator in turn, transform the input and pass it on to the next step. The pipeline has all the methods that the last estimator in the pipeline has, i.e. if the last estimator is a classifier, the Pipeline can be used as a classifier. If the last estimator is a transformer, again, so is the pipeline.
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