org.drip.learning.regularization

Class RegularizerBuilder

java.lang.Object

org.drip.learning.regularization.RegularizerBuilder

public class RegularizerBuilder
extends java.lang.Object

RegularizerBuilder constructs Custom Regularizers for the different Normed Learner Function Types. 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
RegularizerBuilder()

Method Summary

Modifier and Type	Method and Description
static RegularizerR1ToR1	R1CombinatorialToR1Continuous(R1ToR1 funcRegularizerR1ToR1, NormedR1CombinatorialToR1Continuous funcSpaceR1ToR1, double dblLambda) Construct an Instance of R^1 Combinatorial To R^1 Continuous Regularizer
static RegularizerR1ToR1	R1ContinuousToR1Continuous(R1ToR1 funcRegularizerR1ToR1, NormedR1ContinuousToR1Continuous funcSpaceR1ToR1, double dblLambda) Construct an Instance of R^1 Continuous To R^1 Continuous Regularizer
static RegularizerRdToR1	RdCombinatorialToR1Continuous(RdToR1 funcRegularizerRdToR1, NormedRdCombinatorialToR1Continuous funcSpaceRdToR1, double dblLambda) Construct an Instance of R^d Combinatorial To R^1 Continuous Regularizer
static RegularizerRdToR1	RdContinuousToR1Continuous(RdToR1 funcRegularizerRdToR1, NormedRdContinuousToR1Continuous funcSpaceRdToR1, double dblLambda) Construct an Instance of R^d Continuous To R^1 Continuous Regularizer
static RegularizerR1ToR1	ToR1Continuous(R1ToR1 funcRegularizerR1ToR1, R1Normed r1Input, R1Continuous r1ContinuousOutput, double dblLambda) Construct an Instance of R^1 Combinatorial/Continuous To R^1 Continuous Regularizer
static RegularizerRdToR1	ToRdContinuous(RdToR1 funcRegularizerRdToR1, RdNormed rdInput, R1Continuous r1ContinuousOutput, double dblLambda) Construct an Instance of R^d Combinatorial/Continuous To R^1 Continuous Regularizer

Methods inherited from class java.lang.Object

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

Constructor Detail

RegularizerBuilder

public RegularizerBuilder()

Method Detail

R1CombinatorialToR1Continuous

public static final RegularizerR1ToR1 R1CombinatorialToR1Continuous(R1ToR1 funcRegularizerR1ToR1,
                                                                    NormedR1CombinatorialToR1Continuous funcSpaceR1ToR1,
                                                                    double dblLambda)

Construct an Instance of R^1 Combinatorial To R^1 Continuous Regularizer

Parameters:

funcRegularizerR1ToR1 - The R^1 To R^1 Regularizer Function

funcSpaceR1ToR1 - The R^1 Combinatorial To R^1 Continuous Learner Function Space

dblLambda - The Regularization Lambda

Returns:

The R^1 Combinatorial To R^1 Continuous Regularizer Instance

R1ContinuousToR1Continuous

public static final RegularizerR1ToR1 R1ContinuousToR1Continuous(R1ToR1 funcRegularizerR1ToR1,
                                                                 NormedR1ContinuousToR1Continuous funcSpaceR1ToR1,
                                                                 double dblLambda)

Construct an Instance of R^1 Continuous To R^1 Continuous Regularizer

Parameters:

funcRegularizerR1ToR1 - The R^1 To R^1 Regularizer Function

funcSpaceR1ToR1 - The R^1 Continuous To R^1 Continuous Learner Function Space

dblLambda - The Regularization Lambda

Returns:

The R^1 Continuous To R^1 Continuous Regularizer Instance

ToR1Continuous

public static final RegularizerR1ToR1 ToR1Continuous(R1ToR1 funcRegularizerR1ToR1,
                                                     R1Normed r1Input,
                                                     R1Continuous r1ContinuousOutput,
                                                     double dblLambda)

Construct an Instance of R^1 Combinatorial/Continuous To R^1 Continuous Regularizer

Parameters:

funcRegularizerR1ToR1 - The R^1 To R^1 Regularizer Function

r1Input - The R^1 Combinatorial/Continuous Input Space

r1ContinuousOutput - The R^1 Continuous Output Space

dblLambda - The Regularization Lambda

Returns:

The R^1 Combinatorial/Continuous To R^1 Continuous Regularizer Instance

RdCombinatorialToR1Continuous

public static final RegularizerRdToR1 RdCombinatorialToR1Continuous(RdToR1 funcRegularizerRdToR1,
                                                                    NormedRdCombinatorialToR1Continuous funcSpaceRdToR1,
                                                                    double dblLambda)

Construct an Instance of R^d Combinatorial To R^1 Continuous Regularizer

Parameters:

funcRegularizerRdToR1 - The R^d To R^1 Regularizer Function

funcSpaceRdToR1 - The R^d Combinatorial To R^1 Continuous Learner Function Space

dblLambda - The Regularization Lambda

Returns:

The R^d Combinatorial To R^1 Continuous Regularizer Instance

RdContinuousToR1Continuous

public static final RegularizerRdToR1 RdContinuousToR1Continuous(RdToR1 funcRegularizerRdToR1,
                                                                 NormedRdContinuousToR1Continuous funcSpaceRdToR1,
                                                                 double dblLambda)

Construct an Instance of R^d Continuous To R^1 Continuous Regularizer

Parameters:

funcRegularizerRdToR1 - The R^d To R^1 Regularizer Function

funcSpaceRdToR1 - The R^d Continuous To R^1 Continuous Learner Function Space

dblLambda - The Regularization Lambda

Returns:

The R^d Continuous To R^1 Continuous Regularizer Instance

ToRdContinuous

public static final RegularizerRdToR1 ToRdContinuous(RdToR1 funcRegularizerRdToR1,
                                                     RdNormed rdInput,
                                                     R1Continuous r1ContinuousOutput,
                                                     double dblLambda)

Construct an Instance of R^d Combinatorial/Continuous To R^1 Continuous Regularizer

Parameters:

funcRegularizerRdToR1 - The R^d To R^1 Regularizer Function

rdInput - The R^d Combinatorial/Continuous Input Space

r1ContinuousOutput - The R^1 Continuous Output Space

dblLambda - The Regularization Lambda

Returns:

The R^1 Combinatorial/Continuous To R^1 Continuous Regularizer Instance