<SYSTEM_TASK:>
Solve the following problem using Python, implementing the functions described below, one line at a time
<END_TASK>
<USER_TASK:>
Description:
 def _fit_bmr_model(self, X, y):
 """Private function used to fit the BayesMinimumRisk model."""

        self.f_bmr = BayesMinimumRiskClassifier()
        X_bmr = self.predict_proba(X)
        self.f_bmr.fit(y, X_bmr)
        return self