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