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The 3rd tensor where you add previous porfolio repartition is never used. It's not what is explain by the paper.
`
with tf.variable_scope("Tensor3"):
#w from last periods
# trick to have good dimensions
w_wo_c = self.W_previous[:, 1:]
w_wo_c = tf.expand_dims(w_wo_c, 1)
w_wo_c = tf.expand_dims(w_wo_c, -1)
self.tensor3 = tf.concat([self.conv2, w_wo_c], axis=3)
with tf.variable_scope("Conv3"):
#last feature map WITHOUT cash bias
self.conv3 = tf.layers.conv2d(
inputs=self.conv2,
activation=tf.nn.relu,
filters=1,
strides=(self.n_filter_2 + 1, 1),
kernel_size=(1, 1),
padding='same')
with tf.variable_scope("Tensor4"):
#last feature map WITH cash bias
self.tensor4 = tf.concat([self.cash_bias, self.conv3], axis=2)
# we squeeze to reduce and get the good dimension
self.squeezed_tensor4 = tf.squeeze(self.tensor4, [1, 3])
with tf.variable_scope("Policy_Output"):
# softmax layer to obtain weights
self.action = tf.nn.softmax(self.squeezed_tensor4)`
The text was updated successfully, but these errors were encountered:
The 3rd tensor where you add previous porfolio repartition is never used. It's not what is explain by the paper.
`
The text was updated successfully, but these errors were encountered: