kumulant/com.eignex.kumulant.stat.regression.tree/UcbForestPosterior

UcbForestPosterior

data class UcbForestPosterior(val priorWeight: Double = 1.0, val priorVariance: Double = 1.0) : ForestPosterior(source)

Forest counterpart to UcbTreePosterior.

Constructors

UcbForestPosterior

constructor(priorWeight: Double = 1.0, priorVariance: Double = 1.0)

Properties

priorVariance

val priorVariance: Double

Prior variance used when the leaf has no signal yet.

priorWeight

val priorWeight: Double

Pseudo-count added to the leaf's totalWeights; floor for empty leaves.

Functions

evaluate

open override fun evaluate(snapshot: ForestRegressionResult, x: VectorView, rng: Random, exploration: Double = 1.0): Double

Score a query point x under the regression snapshot. exploration controls the posterior-variance scale (Thompson) or the UCB width (LinUcb-style); 0.0 collapses to the point estimate.

UcbForestPosterior

constructor(priorWeight: Double = 1.0, priorVariance: Double = 1.0)(source)

evaluate

open override fun evaluate(snapshot: ForestRegressionResult, x: VectorView, rng: Random, exploration: Double = 1.0): Double(source)

Score a query point x under the regression snapshot. exploration controls the posterior-variance scale (Thompson) or the UCB width (LinUcb-style); 0.0 collapses to the point estimate.

priorVariance

val priorVariance: Double(source)

Prior variance used when the leaf has no signal yet.

priorWeight

val priorWeight: Double(source)

Pseudo-count added to the leaf's totalWeights; floor for empty leaves.