org.drip.learning.regularization

Class RegularizationFunction

java.lang.Object

org.drip.learning.regularization.RegularizationFunction

public class RegularizationFunction
extends java.lang.Object

RegularizerFunction the R^1 To R^1 and the R^d To R^1 Regularization Functions. The References are: 1) Alon, N., S. Ben-David, N. Cesa Bianchi, and D. Haussler (1997): Scale-sensitive Dimensions, Uniform Convergence, and Learnability, Journal of Association of Computational Machinery, 44 (4) 615-631. 2) Anthony, M., and P. L. Bartlett (1999): Artificial Neural Network Learning - Theoretical Foundations, Cambridge University Press, Cambridge, UK. 3) Kearns, M. J., R. E. Schapire, and L. M. Sellie (1994): Towards Efficient Agnostic Learning, Machine Learning, 17 (2) 115-141. 4) Lee, W. S., P. L. Bartlett, and R. C. Williamson (1998): The Importance of Convexity in Learning with Squared Loss, IEEE Transactions on Information Theory, 44 1974-1980. 5) Vapnik, V. N. (1998): Statistical Learning Theory, Wiley, New York.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
RegularizationFunction(R1ToR1 regR1ToR1, RdToR1 regRdToR1, double dblLambda) RegularizationFunction Constructor

Method Summary

Modifier and Type	Method and Description
double	lambda() Retrieve the Regularization Constant Lambda
R1ToR1	r1Tor1() Retrieve the R^1 To R^1 Regularization Function
RdToR1	rdTor1() Retrieve the R^d To R^1 Regularization Function

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

RegularizationFunction

public RegularizationFunction(R1ToR1 regR1ToR1,
                              RdToR1 regRdToR1,
                              double dblLambda)
                       throws java.lang.Exception

RegularizationFunction Constructor

Parameters:

regR1ToR1 - R^1 To R^1 Regularization Function

regRdToR1 - R^d To R^1 Regularization Function

dblLambda - The Regularizer Lambda

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

r1Tor1

public R1ToR1 r1Tor1()

Retrieve the R^1 To R^1 Regularization Function

Returns:

The R^1 To R^1 Regularization Function Instance

rdTor1

public RdToR1 rdTor1()

Retrieve the R^d To R^1 Regularization Function

Returns:

The R^d To R^1 Regularization Function Instance

lambda

public double lambda()

Retrieve the Regularization Constant Lambda

Returns:

The Regularization Constant Lambda