IncMeanVarNormalizer.java

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package rlpark.plugin.rltoys.math.normalization;

import rlpark.plugin.rltoys.math.averages.IncrementalAverage;
import rlpark.plugin.rltoys.math.averages.MeanVar;

public class IncMeanVarNormalizer implements Normalizer, MeanVar {
  private static final long serialVersionUID = -7117059874975759612L;
  private final int minNbUpdate;
  private final IncrementalAverage average = new IncrementalAverage();

  public IncMeanVarNormalizer() {
    this(5);
  }

  public IncMeanVarNormalizer(int minNbUpdate) {
    this.minNbUpdate = minNbUpdate;
  }

  @Override
  final public double normalize(double x) {
    if (average.nbSample() < minNbUpdate)
      return 0.0;
    if (average.var() == 0.0)
      return 0.0;
    return (x - average.mean()) / Math.sqrt(average.var());
  }

  @Override
  public void update(double x) {
    average.update(x);
  }

  @Override
  public IncMeanVarNormalizer newInstance() {
    return new IncMeanVarNormalizer(minNbUpdate);
  }

  @Override
  public double mean() {
    return average.mean();
  }

  @Override
  public double var() {
    return average.var();
  }

  public IncrementalAverage average() {
    return average;
  }
}