Wenjie Zheng

Results 17 comments of Wenjie Zheng

> Would this be equivalent to maximising the entropy over the set of all equilibria? No, not as simple. When the payoff matrix is degenerate (e.g., there are two rows...

By the way, I am running your package on a 200x200 payoff matrix. Do you have any idea how long it will take?

Also see this: [Maximum entropy correlated equilibrium](http://rob.schapire.net/papers/correl-equil.pdf)

Thanks for the suggestion! The Lemke-Howson algorithm finished *instantly* on my 200x200 matrix and produced the same result as my hand-coded solver. I suspect that my problem has a single...

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See: https://github.com/2019ncovmemory/nCovMemory/issues/135#issuecomment-595096981

> Imagine a python developer using Jenkins to run his unit tests, using pytest, on a Windows host. > > Now because he stared using pip 22.x (he updated because...

The so-called **Rep-Holdout** seems lame to me. Use the following code instead: ```python n = LENGTH_OF_DATA m = NUMBER_OF_FOLDS window = (a, b) cv = GapRollForward(min_train_size=a, min_test_size=n-b, roll_size=(b-a)//(m-1)) ```

Oops! The last line should have been: ```python cv = GapRollForward(min_train_size=a, min_test_size=n-b, max_test_size=np.inf, roll_size=(b-a)//(m-1)) ```

That is what the `max_train_size` parameter is for. ```python # Number of Samples n = 30 # Number of Folds m = 5 # Windowsize window = (5, 25) cv...