update_lambda {ffstream} | R Documentation |
Update the forgetting factor lambda
using the derivative of
a particular cost function
update_lambda(lambda_old, signchosen, alpha, deriv_new)
lambda_old |
The old (previous) value of |
signchosen |
Either |
alpha |
The value of the step-size in the gradient descent. In the paper this is named ε. |
deriv_new |
The value of the derivative at the current time. |