Changeset 12290 for branches/HeuristicLab.Problems.GrammaticalOptimization-gkr/HeuristicLab.Common/OnlineMeanAndVarianceEstimator.cs

Timestamp:

04/07/15 14:31:06 (10 years ago)

Author:

gkronber

Message:

#2283 created a new branch to separate development from aballeit

Location:

branches/HeuristicLab.Problems.GrammaticalOptimization-gkr

Files:

• . (copied) (copied from branches/HeuristicLab.Problems.GrammaticalOptimization)
• HeuristicLab.Common/OnlineMeanAndVarianceEstimator.cs (modified) (1 diff)

branches/HeuristicLab.Problems.GrammaticalOptimization-gkr/HeuristicLab.Common/OnlineMeanAndVarianceEstimator.cs

@@ -19 +19 @@
 
       var delta = reward - Avg;
-      Avg += delta / N;
+      //Avg += delta / N;
+      // double alpha = 0.01;
+      double alpha = 1.0 / N;
+      Avg = Avg + alpha * (delta);
       sampleM2 += delta * (reward - Avg);
     }