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Experiment the implementation of moving average, and test if its smoothing effect helps training performance.

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Moving-Average

Experiment the implementation of moving average, and test if its smoothing effect helps training performance.

Dataset: IBM stock price dataset, 362 samples Set decay = 0.9

Result:

  1. Calculate the moving average by hand directly: image

  2. Calculate the exponential moving average by tensorflow EMA function: The decay rate is set by min(decay, (1 + num_update)/(10 + num_update)), which means actual decay rate increase from 1/10 to decay rate 0.9. image

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Experiment the implementation of moving average, and test if its smoothing effect helps training performance.

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