source: branches/HeuristicLab.Problems.GrammaticalOptimization/HeuristicLab.Distributions/LogitNormalModel.cs @ 13918

using System;
using System.Runtime.InteropServices;
using HeuristicLab.Common;

namespace HeuristicLab.Algorithms.Bandits.Models {
  public class LogitNormalModel : IModel {

    private readonly GaussianModel gaussian;

    // this constructor assumes the variance is known
    public LogitNormalModel() { gaussian = new GaussianModel(0, 1000, 1, 1); }



    public double Sample(Random random) {
      return 1.0 / (1 + Math.Exp(-gaussian.Sample(random)));
    }

    public void Update(double reward) {
      gaussian.Update(Math.Log(reward / (1 - reward)));
    }

    public void Reset() {
      gaussian.Reset();
    }

    public object Clone() {
      return new LogitNormalModel();
    }

    public override string ToString() {
      return string.Empty;
    }
  }
}