To do this, copy the script below and paste it in the <head> section in the Integration tab in Divi Theme Options (Theme options > Integration > <head> section). Save, and that’s it.
<script>
jQuery(document).ready(function() { jQuery('.et_pb_module.et_pb_accordion.my_accordion .et_pb_accordion_item.et_pb_toggle_open').addClass('et_pb_toggle_close').removeClass('et_pb_toggle_open');
});
</script>
Source: Elegant Themes