Interval-Specific Linear Models in Piecewise Linear Regression/Classification

[Mojzaar]

I am interested in finding out if it's possible to use distinct linear models for each interval. To illustrate, if the data is divided into three parts by the binning process, I would prefer to use Ridge regression for the first interval, Lasso for the second, and SVR for the third. Could you suggest a way to accomplish this using your package? This would enable me to perform GridSearchCV on the entire dataset and pick the optimal models and parameters for each interval.

Any suggestions you have would be greatly appreciated.