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@talolard
Created January 14, 2019 11:10
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Sampling a portfolio from a dirichlet distribution
self.alphas= tf.contrib.layers.fully_connected(
inputs=l2,
num_outputs=num_stocks+1,
activation_fn=tf.nn.relu,
weights_initializer=tf.initializers.glorot_uniform)
self.alphas +=1
self.dirichlet = tfp.distributions.Dirichlet(self.alphas)
self.action = self.dirichlet._sample_n(1)
self.action = tf.squeeze(self.action)
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