Add regressor attribute into sklearn models (#199)

CHANGELOG.md

@@ -42,6 +42,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - 
 
 ### Fixed
+- Fix method `to_dict` for `SklearnPerSegmentModel` and `SklearnMultiSegmentModel`([#199](https://github.com/etna-team/etna/pull/199))
 - 
 - 
 - 

etna/models/sklearn.py

@@ -137,6 +137,7 @@ def __init__(self, regressor: RegressorMixin):
             sklearn model for regression
         """
         super().__init__(base_model=_SklearnAdapter(regressor=regressor))
+        self.regressor = regressor
 
 
 class SklearnMultiSegmentModel(
@@ -156,3 +157,4 @@ def __init__(self, regressor: RegressorMixin):
             Sklearn model for regression
         """
         super().__init__(base_model=_SklearnAdapter(regressor=regressor))
+        self.regressor = regressor

tests/test_core/test_to_dict.py

@@ -4,6 +4,7 @@
 import hydra_slayer
 import pytest
 from ruptures import Binseg
+from sklearn.ensemble import RandomForestRegressor
 from sklearn.linear_model import LinearRegression
 
 from etna.core import BaseMixin
@@ -15,6 +16,8 @@
 from etna.models import AutoARIMAModel
 from etna.models import CatBoostPerSegmentModel
 from etna.models import LinearPerSegmentModel
+from etna.models import SklearnMultiSegmentModel
+from etna.models import SklearnPerSegmentModel
 from etna.models.nn import DeepARModel
 from etna.models.nn import MLPModel
 from etna.models.nn import TFTModel
@@ -134,6 +137,8 @@ def test_to_dict_transforms_with_expected(target_object, expected):
             ),
             marks=pytest.mark.xfail(raises=AssertionError),
         ),
+        SklearnPerSegmentModel(regressor=RandomForestRegressor()),
+        SklearnMultiSegmentModel(regressor=RandomForestRegressor()),
     ],
 )
 def test_to_dict_models(target_model):