OUActionNoise
OUActionNoise class
OUActionNoise
OUActionNoise (mean, std_deviation, theta=0.15, dt=0.01, x_initial=None)
Ornstein-Uhlenbeck process.
| Type | Default | Details | |
|---|---|---|---|
| mean | mean of the noise | ||
| std_deviation | standard deviation of the noise | ||
| theta | float | 0.15 | \(\theta\) is the rate of mean reversion |
| dt | float | 0.01 | dt is the time step |
| x_initial | NoneType | None |
OUActionNoise.__init__
OUActionNoise.__init__ (mean, std_deviation, theta=0.15, dt=0.01, x_initial=None)
Initialize self. See help(type(self)) for accurate signature.
| Type | Default | Details | |
|---|---|---|---|
| mean | mean of the noise | ||
| std_deviation | standard deviation of the noise | ||
| theta | float | 0.15 | \(\theta\) is the rate of mean reversion |
| dt | float | 0.01 | dt is the time step |
| x_initial | NoneType | None |
OUActionNoise.__call__
OUActionNoise.__call__ ()
*Call the noise.
Formula taken from Ornstein-Uhlenbeck.*
OUActionNoise.reset
OUActionNoise.reset ()
Reset the Ornstein-Uhlenbeck process.