ml_utils/
lib.rs

1#[cfg(test)]
2mod tests {
3    #[test]
4    fn it_works() {
5        assert_eq!(2 + 2, 4);
6    }
7}
8
9pub struct ExponentialAverage {
10    beta: f32,
11    moment: f32,
12    pub value: f32,
13    t: i32
14}
15
16impl ExponentialAverage {
17    pub fn new() -> Self {
18        ExponentialAverage {
19            beta: 0.99,
20            moment: 0.,
21            value: 0.,
22            t: 0
23        }
24    }
25
26    pub fn update(&mut self, value: f32) {
27        self.t += 1;
28        self.moment = self.beta * self.moment + (1. - self.beta) * value;
29        // bias correction
30        self.value = self.moment / (f32::powi(1. - self.beta, self.t));
31    }
32
33    pub fn reset(&mut self) {
34        self.moment = 0.;
35        self.value = 0.;
36        self.t = 0;
37    }
38}