giuse/machine_learning_workbench

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lib/machine_learning_workbench/optimizer/natural_evolution_strategies/fnes.rb

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# frozen_string_literal: true

module MachineLearningWorkbench::Optimizer::NaturalEvolutionStrategies
  # Fixed Variance Natural Evolution Strategies
  class FNES < RNES

    def train picks: sorted_inds
      g_mu = utils.dot(picks)
      @mu += sigma.dot(g_mu.transpose).transpose * lrate
    end
  end
end