skfolio.utils.tools.half_life_to_decay_factor

skfolio.utils.tools.half_life_to_decay_factor(half_life)

Convert half-life to exponential decay factor.

The decay factor (\(\lambda\)) determines how much weight is given to past observations in exponentially weighted calculations. It is computed from the half-life using:

\[\lambda = 2^{-1/\text{half-life}}\]

Parameters:

half_lifefloat

Half-life in number of observations. This is the number of observations for the weight to decay to 50%. Must be positive.

Returns:

decay_factorfloat

The exponential decay factor (\(\lambda\)), satisfying \(0 < \lambda < 1\).

Examples

>>> half_life_to_decay_factor(40)
0.9828...