bool GP_Hedge::checkIfBest(vectord& best,
std::string& name,
int& error_code)
{
if (mIndex < mCriteriaList.size())
{
loss_(mIndex) = computeLoss(best);
mBestLists.push_back(best);
error_code = 0;
++mIndex;
if (mIndex < mCriteriaList.size())
mCurrentCriterium = mCriteriaList[mIndex];
return false;
}
else
{
int optIndex = update_hedge();
if (optIndex >= 0)
{
name = mCriteriaList[optIndex]->name();
best = mBestLists[optIndex];
error_code = 0;
}
else
{
name = mCriteriaList[0]->name();
best = mBestLists[0];
FILE_LOG(logERROR) << "Error updating Hedge algorithm. Selecting " << name;
error_code = optIndex;
}
return true;
}
};
void GP_Hedge::pushResult(const vectord& prevResult)
{
loss_(mIndex) = computeLoss(prevResult);
mBestLists.push_back(prevResult);
};
