You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
These lines just clear the rolling windows, not other data in it. With volatility RollingMean, this causes volatility accumulates between episodes, and becomes bigger and bigger. @tspooner
Regards,
The text was updated successfully, but these errors were encountered:
I think you're right. Looking back over the code, I suspect that (assuming stationary-ish marginal distributions over the observables) this doesn't cause many issues due to the particular implementation of the push(.) method. If anything, this should just degrade performance in some cases (i.e. with power 2 accumulates as you mention). If you want, please feel free to make the change to the clear() method and send a PR.
https://github.com/tspooner/rl_markets/blob/master/src/environment/base.cpp#L150
These lines just clear the rolling windows, not other data in it. With volatility RollingMean, this causes volatility accumulates between episodes, and becomes bigger and bigger. @tspooner
Regards,
The text was updated successfully, but these errors were encountered: