[scikit-learn] VotingRegressor with pretrained estimators from CV as input

[Fernando Marcos Wittmann]

Hello,

I'm dealing with a problem without much data. As a solution, I'm training
10 estimators using a 10-Fold CV-Schema. Now, I wanted to persist those
models. In order to avoid having to save 10 estimators, I was thinking
about saving a single VotingRegressor with those pre-trained models or
maybe writing a custom estimator to be used only for inference. Has anyone
dealt with similar problems?

TLDR: Looking for an easy way to store multiple models created using
cross-validation as a single model.

More context: I'll be using mlflow sklearn autolog, so it will be waaay
more convenient to log only a single model instead of multiple models in
each experiment.

Thanks!
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