View Source Rein.Utils.Noise.OUProcess (rein v0.1.0)
Ornstein-Uhlenbeck (OU for short) noise generator for temporally correlated noise.
Summary
Functions
Initializes the Elixir.Rein.Utils.Noise.OUProcess.
Resets the process to the initial value.
Samples the process and returns the updated state and the updated random_key.
Functions
Initializes the Elixir.Rein.Utils.Noise.OUProcess.
Options
:theta- the temperature parameter. Defaults to0.15.:sigma- the standard deviation parameter. Defaults to0.2.:mu- the initial mean for the distribution. Defaults to0.:type- the output type for the samples. Should be floating point. Defaults to:f32.
Resets the process to the initial value.
Samples the process and returns the updated state and the updated random_key.
The new sample is contained within state.x.