Week 3 Uniform Sampling

Hi, @bgoyal.

As explained in this lecture, computing the exponentially weighted average is approximately equivalent to taking the average of the last 1/(1 - Beta) days.

As you can see, 1/(1 - Beta) is very sensitive to small changes in Beta when Beta is close to 1:


If you sample uniformly, more often than not you’ll end up exploring a small subset of the range of 1/(1 - Beta):


Instead, you want to sample more densely (the formulas were removed, but I hope the point is clear) in the regions where Beta is closer to 1:


Let me know if that helped :slight_smile:

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