[BUG] ImportError: cannot import name 'ReducedRegressionForecaster' from 'sktime.forecasting.compose'

Describe the bug Trying to run the first code cell of https://github.com/alan-turing-institute/sktime/blob/master/examples/01_forecasting.ipynb in jupyter lab results in error.

ImportError                               Traceback (most recent call last)
<ipython-input-1-64cd8edf30ed> in <module>
      7 from sktime.forecasting.arima import ARIMA, AutoARIMA
      8 from sktime.forecasting.base import ForecastingHorizon
----> 9 from sktime.forecasting.compose import (
     10     EnsembleForecaster,
     11     ReducedRegressionForecaster,

ImportError: cannot import name 'ReducedRegressionForecaster' from 'sktime.forecasting.compose' (.../env/lib/python3.8/site-packages/sktime/forecasting/compose/__init__.py)

To Reproduce

• pip install sktime matplotlib jupyterlab pmdarima
• jupyter lab
• run the first cell

Expected behavior The code cell runs without errors.

Versions python 3.8.6

System: python: 3.8.6 (default, Dec 25 2020, 15:27:37) [Clang 11.0.0 (clang-1100.0.33.17)] executable: …/env/bin/python machine: macOS-10.15.7-x86_64-i386-64bit

Python dependencies: pip: 21.0.1 setuptools: 49.2.1 sklearn: 0.24.1 sktime: 0.5.3 statsmodels: 0.12.2 numpy: 1.20.1 scipy: 1.6.0 Cython: 0.29.17 pandas: 1.2.2 matplotlib: 3.3.4 joblib: 1.0.1 numba: 0.52.0 pmdarima: 1.8.0 tsfresh: None

[mloning]

Please run git checkout v0.5.2 - the main branch (master) is ahead of the release.

[sharthZ23]

Fixed this with pip install -e '.[all_extras]' instead of simple pip install -e .