def update(self, value, dt=1.0):
check_all_finite(value)
if self.accum is None:
self.accum = value * dt
self.accum_mass = dt
self.needs_normalization = True
self.buf = np.empty_like(value)
self.buf.fill(np.NaN)
self.result = np.empty_like(value)
self.result.fill(np.NaN)
else:
if self.extremely_fast:
np.multiply(value, dt, self.buf) # buf = value * dt
np.add(self.buf, self.accum, self.accum) # accum += buf
else:
self.buf = value * dt
self.accum += self.buf
self.needs_normalization = True
self.accum_mass += dt
if self.max_window and self.accum_mass > self.max_window:
self.accum = self.max_window * self.get_value()
self.accum_mass = self.max_window
# Do not let pass too much before normalization
if self.accum_mass > ExpectationFast.MAX_MASS:
self.get_value()
def update(self, y, u, y_dot, w):
self.once = True
self.nsamples += 1
check_all_finite(y)
check_all_finite(u)
check_all_finite(y_dot)
check_all_finite(w)
self.n = y.size
self.k = u.size
self.y_stats.update(y) # TODO: make robust
self.u_stats.update(u)
# remove mean
u_n = u - self.u_stats.get_mean()
self.y_mean.update(y, w) # TODO: make robust
y_n = y - self.y_mean.get_value(fill_value=0.5)
# weights
y_n_w = w
y_dot_w = w
u_n_w = np.ones(u.shape)
T_k = outer(outer(y_n, y_dot), u_n)
T_k_w = outer(outer(y_n_w, y_dot_w), u_n_w)
U_k = outer(y_dot, u_n)
U_k_w = outer(y_dot_w, u_n_w)
assert T_k.shape == (self.n, self.n, self.k)
assert U_k.shape == (self.n, self.k)
# update tensor
self.T.update(T_k, T_k_w)
self.U.update(U_k, U_k_w)
def update(self, y, y_dot, u, w):
self.once = True
M = y.shape[0]
check_all_finite(y)
check_all_finite(y_dot)
check_all_finite(u)
# TODO: check shape is conserved
self.is1D = y.ndim == 1
self.is2D = y.ndim == 2
gy = generalized_gradient(y)
y_dot_w = w
u_w = np.ones(u.shape)
gy_w = w.reshape((1, M))
assert gy.shape == gy_w.shape
Qi = outer(u, u)
Qi_w = outer(u_w, u_w)
self.Q.update(Qi, Qi_w)
Pi = outer_first_dim(gy)
Pi_w = outer_first_dim(gy_w)
self.P.update(Pi, Pi_w)
self.R_needs_update = True
Gi = outer(u, gy * y_dot)
Gi_w = outer(u_w, gy_w * y_dot_w)
self.G.update(Gi, Gi_w)
self.H_needs_update = True
Bk = outer(u, y_dot)
Bk_w = outer(u_w, y_dot_w)
self.B.update(Bk, Bk_w)
self.C_needs_update = True
self.last_y = y
self.last_gy = gy
self.last_y_dot = y_dot
self.last_u = u
self.last_w = w