Safe HaskellSafe

OCO

Description

 
Synopsis

Documentation

data Ogdstate v x Source #

Algorithm state for OGD. Encodes both the round count and the last action w.

Constructors

Ogdstate Int (v x) 

newtype Lambda x Source #

Argument name for Lambda.

Constructors

Lambda x 

predictReg :: (Metric v, Floating x) => Ogdstate v x -> v x -> x Source #

Prediction function

fitRidge :: (Metric v, Ord x, Floating x) => LearningRate x -> Lambda x -> FitReg v x Source #

Online ridge regressor via OGD.

initialOGDState :: (Additive v, Floating x) => v x -> Ogdstate v x Source #

Helper. Builds an initial state for ogd.

squaredRate :: Floating x => x -> LearningRate x Source #

Inverse squared learning rate.

fixedRate :: Floating x => x -> LearningRate x Source #

Fixed learning rate.

type LearningRate x = Floating x => Int -> x Source #

Learning Rate.

type FitReg v x = Ogdstate v x -> v x -> x -> Ogdstate v x Source #

Regression fit call