How to list all scikit-learn classifiers that support predict_proba()

from sklearn.utils.testing import all_estimators

estimators = all_estimators()

for name, class_ in estimators:
    if hasattr(class_, 'predict_proba'):
        print(name)

You can also use CalibratedClassifierCV to make any classifier into one that has predict_proba.

This was asked before on SO, but I can't find it, so you should be excused for the duplicate ;)

AdaBoostClassifier

BaggingClassifier

BayesianGaussianMixture

BernoulliNB

CalibratedClassifierCV

ComplementNB

DecisionTreeClassifier

ExtraTreeClassifier

ExtraTreesClassifier

GaussianMixture

GaussianNB

GaussianProcessClassifier

GradientBoostingClassifier

KNeighborsClassifier

LabelPropagation

LabelSpreading

LinearDiscriminantAnalysis

LogisticRegression

LogisticRegressionCV

MLPClassifier

MultinomialNB

NuSVC

QuadraticDiscriminantAnalysis

RandomForestClassifier

SGDClassifier

SVC

_BinaryGaussianProcessClassifierLaplace

_ConstantPredictor

Those who are facing module not found for all_estimators in newer version of sklearn. Kindly try the following

import sklearn
estimators = sklearn.utils.all_estimators(type_filter=None)
for name, class_ in estimators:
    if hasattr(class_, 'predict_proba'):
        print(name)

Output: 

AdaBoostClassifier
BaggingClassifier
BayesianGaussianMixture
BernoulliNB
CalibratedClassifierCV
CategoricalNB
ClassifierChain
ComplementNB
DecisionTreeClassifier
DummyClassifier
ExtraTreeClassifier
ExtraTreesClassifier
GaussianMixture
GaussianNB
GaussianProcessClassifier
GradientBoostingClassifier
GridSearchCV
HalvingGridSearchCV
HalvingRandomSearchCV
HistGradientBoostingClassifier
KNeighborsClassifier
LabelPropagation
LabelSpreading
LinearDiscriminantAnalysis
LogisticRegression
LogisticRegressionCV
MLPClassifier
MultiOutputClassifier
MultinomialNB
NuSVC
OneVsRestClassifier
Pipeline
QuadraticDiscriminantAnalysis
RFE
RFECV
RadiusNeighborsClassifier
RandomForestClassifier
RandomizedSearchCV
SGDClassifier
SVC
SelfTrainingClassifier
StackingClassifier
VotingClassifier