Example #1
0
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)
Example #2
0
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)
Example #3
0
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)