Mistake: Cost functions - Linear VS RBF

[theovincent]

Hi, I am currently working on the paper that you published with this repository.

In the paper, it is said that the cost functions used to build the ensemble methods are:

• ar(1)
• mahalanobis
• l1
• l2
• linear

By looking at the code, it seems that the linear cost function has been replaced by the rbf cost function. Indeed, the error method of the CostNew class is returning:

return [abs(sub - med).sum(),
        self.signal[start:end].var(axis=0).sum() * (end - start),
        residual.sum(),
        val,
#                 val_normal * (end - start),#normal
        val_rbf#RBF
       ]

The last line is the rbf cost function in stead of the linear cost function.

As I was curious to see how the rbf cost function is performing on TEP and SKAB, I forked this repository and run the experiments again. The results can be seen here.

ps: I had a lot of fun working on your paper. Thanks a lot for your work and your interesting ideas :)