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sample_weights

Function sample_weights 

Source
pub fn sample_weights(n: usize) -> Vec<f64>
Expand description

Recency weight of each training sample, by its age in the window.

age_i = n - i (i = 0 is the oldest sample, n the window length) and the half-life is half the window: w_i = 2^(-age_i / (n / 2)). The newest sample weighs ~1 and the oldest exactly 2^-2 = 0.25, so the fit concentrates on the recent regime without dropping the older data entirely and no weight can underflow. Each weight is one powf, so there is no error accumulation across samples.