Users
Developers
About
sktime.forecasting.online_learning.
NormalHedgeEnsemble
Implementation of A Parameter-free Hedging Algorithm, Kamalika Chaudhuri, Yoav Freund, Daniel Hsu (2009) as a hedge-style algorithm.
n_estimators (float) – number of estimators
T (int) – forecasting horizon (in terms of timesteps)
a (float) – normalizing constant
loss_func (function) – loss function which follows sklearn.metrics API, for updating weights
__init__
Initialize self. See help(type(self)) for accurate signature.