#include <confidence_sequence_robust.h>

Public Member Functions
	countable_discrete_base (double tol_x=1e-6, bool is_brentq=false, double eta=0.95f, double k=1.5, double lambda_max=0.5, double xi=1.6)

double	get_ci (double alpha) const

double	get_lam_sqrt_tp1 (double j) const

double	get_v_impl (std::map< uint64_t, double > &memo, uint64_t j) const

double	log_wealth_mix (double mu, double s, double thres, std::map< uint64_t, double > &memo) const

double	root_bisect (double s, double thres, std::map< uint64_t, double > &memo, double min_mu, double max_mu) const

double	root_brentq (double s, double thres, std::map< uint64_t, double > &memo, double min_mu, double max_mu) const

double	log_sum_exp (const std::vector< double > &combined) const

double	lb_log_wealth (double alpha) const

double	get_log_weight (double j) const

double	get_log_remaining_weight (double j) const

double	get_s () const

double	get_v (double lam_sqrt_tp1) const

void	add_obs (double x)

void	reset_stats ()

Public Attributes
double	tol_x

bool	is_brentq

double	log_xi

double	log_xi_m1

double	lambda_max

double	zeta_r

double	scale_fac

double	log_scale_fac

uint64_t	t

g_tilde	gt

Constructor & Destructor Documentation

◆ countable_discrete_base()

VW::details::countable_discrete_base::countable_discrete_base	(	double	tol_x = `1e-6`,
		bool	is_brentq = `false`,
		double	eta = `0.95f`,
		double	k = `1.5`,
		double	lambda_max = `0.5`,
		double	xi = `1.6`
	)

Member Function Documentation

◆ add_obs()

void VW::details::countable_discrete_base::add_obs ( double x )

◆ get_ci()

double VW::details::countable_discrete_base::get_ci ( double alpha ) const

◆ get_lam_sqrt_tp1()

double VW::details::countable_discrete_base::get_lam_sqrt_tp1 ( double j ) const

◆ get_log_remaining_weight()

double VW::details::countable_discrete_base::get_log_remaining_weight ( double j ) const

◆ get_log_weight()

double VW::details::countable_discrete_base::get_log_weight ( double j ) const

◆ get_s()

double VW::details::countable_discrete_base::get_s ( ) const

◆ get_v()

double VW::details::countable_discrete_base::get_v ( double lam_sqrt_tp1 ) const

◆ get_v_impl()

double VW::details::countable_discrete_base::get_v_impl	(	std::map< uint64_t, double > &	memo,
		uint64_t	j
	)		const

◆ lb_log_wealth()

double VW::details::countable_discrete_base::lb_log_wealth ( double alpha ) const

◆ log_sum_exp()

double VW::details::countable_discrete_base::log_sum_exp ( const std::vector< double > & combined ) const

◆ log_wealth_mix()

double VW::details::countable_discrete_base::log_wealth_mix	(	double	mu,
		double	s,
		double	thres,
		std::map< uint64_t, double > &	memo
	)		const

◆ reset_stats()

void VW::details::countable_discrete_base::reset_stats ( )

◆ root_bisect()

double VW::details::countable_discrete_base::root_bisect	(	double	s,
		double	thres,
		std::map< uint64_t, double > &	memo,
		double	min_mu,
		double	max_mu
	)		const

◆ root_brentq()

double VW::details::countable_discrete_base::root_brentq	(	double	s,
		double	thres,
		std::map< uint64_t, double > &	memo,
		double	min_mu,
		double	max_mu
	)		const

Member Data Documentation

◆ gt

g_tilde VW::details::countable_discrete_base::gt

◆ is_brentq

bool VW::details::countable_discrete_base::is_brentq

◆ lambda_max

double VW::details::countable_discrete_base::lambda_max

◆ log_scale_fac

double VW::details::countable_discrete_base::log_scale_fac

◆ log_xi

double VW::details::countable_discrete_base::log_xi

◆ log_xi_m1

double VW::details::countable_discrete_base::log_xi_m1

◆ scale_fac

double VW::details::countable_discrete_base::scale_fac

◆ t

uint64_t VW::details::countable_discrete_base::t

◆ tol_x

double VW::details::countable_discrete_base::tol_x

◆ zeta_r

double VW::details::countable_discrete_base::zeta_r

The documentation for this class was generated from the following file:

/nix/store/2saqbz278bj3pvhbfxlcc50cjbvs3h0h-source/vowpalwabbit/core/include/vw/core/estimators/confidence_sequence_robust.h

Public Member Functions

Public Attributes