NNLSEnsemble

class sktime.forecasting.online_learning.NNLSEnsemble(n_estimators=10, loss_func=None)[source]

Ensemble class that performs a non-negative least squares to fit to the estimators. Keeps track of all observations seen so far and fits to it.

Parameters
  • n_estimators (int) – number of estimators

  • loss_func (function) – loss function which follows sklearn.metrics API, for updating weights

__init__(n_estimators=10, loss_func=None)[source]

Initialize self. See help(type(self)) for accurate signature.