wax.modules packageΒΆ

Gym modulesΒΆ

In WAX-ML, an agent and environments are simple functions:

_images/agent_env.png

A Gym feedback loops can be represented with the diagram:

_images/gymfeedback.png

Equivalently, it can be described with the pair of init and apply functions:

_images/gymfeedback_init_apply.png

gym_feedback

Gym feedback between an agent and a Gym environment.

Online LearningΒΆ

WAX-ML contains a module to perform online learning for supervised problems.

online_supervised_learner

Online supervised learner.

Other Haiku modulesΒΆ

buffer

Implement buffering mechanism.

diff

Implement difference of values on sequential data.

ewma

Compute exponentioal moving average.

ewmcov

Compute exponentially weighted covariance.

ewmvar

Compute exponentially weighted variance.

fill_nan_inf

Fill nan, posinf and neginf values.

has_changed

Detect if something has changed.

lag

Delay operator.

ohlc

Open-High-Low-Close binning.

pct_change

Relative change between the current and a prior element.

rolling_mean

Rolling mean.

update_on_event

Apply a module when an event occur otherwise return last computed output.