Hi @bpalmintier
At this point, we have our HEMS example running and working properly for DP ( using dpBI) and we are simulating some cases. For the ADP( using adpSBI) however, we are having this NaN issue that looks to be a toolbox bug based on the history of faLocalAvg.m below, if we have not misunderstood.
%% HISTORY
% ver date time who changes made
% --- ---------- ----- ----------- ---------------------------------------
% 14 2017-04-26 22:55 BryanP BUGFIX: fix to avoid excess NaN
When we run adpSBI for our HEMS problem, most of the time we get the following error.
>> HEMS_Main
Elapsed time is 0.000109 seconds.
Sampled Backward Induction ([0.1] ksamples/period)
Creating empty post-decision value functions (LocalAvg)
T=8 (terminal period): Done
T=7:S........................................100
T=6:S........................................**Error using faLocalAvg/build_func (line 255)
input data contains NAN values.
Error in FuncApprox/approx (line 201)
obj.build_func();
Error in faLocalAvg/approx (line 207)
out_vals = approx@FuncApprox(obj, out_pts);
Error in FindOptDecFromVfun (line 43)
future_val_list = approx(vfun, vfun_state_list, vfun_approx_params{:});
Error in adpSBI (line 403)
parfor next_pre_idx = 1:n_next_pre
Error in HEMS_Main (line 34)
results = adpSBI(HEMS_problem, sbi_opt);**
The sampling parameters we used for this particular case is below:
sbi_opt = { 'sbi_state_samples_per_time' 100 % Number of state samples per time period
'sbi_decisions_per_sample' 20 % Number of decision samples per state
'sbi_uncertain_samples_per_post' 20 % Number of random/uncertainty samples per time, used for all decisions
'vfun_approx' 'LocalAvg'
};
We would like your inputs on this issue.
Hi @bpalmintier
At this point, we have our HEMS example running and working properly for DP ( using dpBI) and we are simulating some cases. For the ADP( using adpSBI) however, we are having this NaN issue that looks to be a toolbox bug based on the history of faLocalAvg.m below, if we have not misunderstood.
When we run adpSBI for our HEMS problem, most of the time we get the following error.
The sampling parameters we used for this particular case is below:
We would like your inputs on this issue.