diff --git a/CHANGELOG.md b/CHANGELOG.md index 8b7482f69..deee7f463 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -12,8 +12,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 - - ### Changed -- -- +- Set the default value of `final_model` to `LinearRegression(positive=True)` in the constructor of `StackingEnsemble` ([#1238](https://github.com/tinkoff-ai/etna/pull/1238)) +- - - ### Fixed diff --git a/etna/ensembles/stacking_ensemble.py b/etna/ensembles/stacking_ensemble.py index 2590a25d2..434b160ff 100644 --- a/etna/ensembles/stacking_ensemble.py +++ b/etna/ensembles/stacking_ensemble.py @@ -92,7 +92,7 @@ def __init__( """ self._validate_pipeline_number(pipelines=pipelines) self.pipelines = pipelines - self.final_model = LinearRegression() if final_model is None else final_model + self.final_model = LinearRegression(positive=True) if final_model is None else final_model self._validate_backtest_n_folds(n_folds) self.n_folds = n_folds self.features_to_use = features_to_use