- class NNLSEnsemble(n_estimators=10, loss_func=None)[source]#
Ensemble forecasts with Non-negative least squares based weighting.
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.
- n_estimators: int
number of estimators
loss function which follows sklearn.metrics API, for updating weights
Update the online ensemble with new data.