cma.restricted_gaussian_sampler.ExponentialMovingAverage

class documentation

class ExponentialMovingAverage(object):

Constructor: ExponentialMovingAverage(decay, dim, flg_init_with_data)

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Exponential Moving Average, Variance, and SNR (Signal-to-Noise Ratio)

See http://www-uxsup.csx.cam.ac.uk/~fanf2/hermes/doc/antiforgery/stats.pdf

Method __init__ The latest N steps occupy approximately 86% of the information when decay = 2 / (N - 1).
Method update Undocumented
Instance Variable decay Undocumented
Instance Variable flg_init Undocumented
Instance Variable M Undocumented
Instance Variable S Undocumented
def __init__(self, decay, dim, flg_init_with_data=False):

The latest N steps occupy approximately 86% of the information when decay = 2 / (N - 1).

def update(self, datum):

Undocumented

decay =

Undocumented

flg_init =

Undocumented

M =

Undocumented

S =

Undocumented