lam = .8 alpha = 1. lspe = td.RecursiveLSPELambda(lam=lam, alpha=alpha, phi=phi) lspe.name = r"LSPE({}) $\alpha$={}".format(lam, alpha) methods.append(lspe) lam = .0 alpha = .01 beta = 1000 mins = 0 lstd = td.FPKF(lam=lam, alpha=alpha, beta=beta, mins=mins, phi=phi) lstd.name = r"FPKF({}) $\alpha={}$ $\beta={}$".format(lam, alpha, beta) lstd.ls = "--" methods.append(lstd) brm = td.RecursiveBRMDS(phi=phi) brm.name = "BRMDS" brm.color = "b" brm.ls = "--" methods.append(brm) brm = td.RecursiveBRM(phi=phi) brm.name = "BRM" brm.color = "b" methods.append(brm) alpha = 0.5 rg = td.ResidualGradientDS(alpha=alpha, phi=phi) rg.name = r"RG DS $\alpha$={}".format(alpha) rg.ls = "--" methods.append(rg)
methods.append(lstd) alpha = .5 rg = td.ResidualGradientDS(alpha=alpha, phi=phi, gamma=gamma) rg.name = r"RG DS $\alpha$={}".format(alpha) rg.color = "brown" rg.ls = "--" methods.append(rg) alpha = .5 rg = td.ResidualGradient(alpha=alpha, phi=phi, gamma=gamma) rg.name = r"RG $\alpha$={}".format(alpha) rg.color = "brown" methods.append(rg) brm = td.RecursiveBRMDS(phi=phi, eps=1e5) brm.name = "BRMDS" brm.color = "b" brm.ls = "--" methods.append(brm) brm = td.RecursiveBRM(phi=phi, eps=1e5) brm.name = "BRM" brm.color = "b" methods.append(brm) sigma = 0.031 gptdp = td.GPTDP(phi=phi, sigma=sigma) gptdp.name = r"GPTDP $\sigma$={}".format(sigma) #methods.append(gptdp)
methods.append(lstd) alpha = .003 rg = td.ResidualGradientDS(alpha=alpha, phi=phi, gamma=gamma) rg.name = r"RG DS $\alpha$={}".format(alpha) rg.color = "brown" rg.ls = "--" methods.append(rg) alpha = .005 rg = td.ResidualGradient(alpha=alpha, phi=phi, gamma=gamma) rg.name = r"RG $\alpha$={}".format(alpha) rg.color = "brown" methods.append(rg) brm = td.RecursiveBRMDS(phi=phi, eps=0.01) brm.name = "BRMDS" brm.color = "b" brm.ls = "--" methods.append(brm) brm = td.RecursiveBRM(phi=phi, eps=10) brm.name = "BRM" brm.color = "b" methods.append(brm) tau = 0.0001 lstd = regtd.LSTDl1(tau=tau, lam=0, phi=phi) lstd.name = r"LSTD-l1({}) $\tau={}$".format(0, tau) lstd.color = "b" methods.append(lstd)