Package | Description |
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org.drip.learning.rxtor1 |
Modifier and Type | Class and Description |
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class |
ApproximateLipschitzLossLearner
ApproximateLipschitzLossLearner implements the Learner Class that holds the Space of Normed R^d To Normed
R^1 Learning Functions for the Family of Loss Functions that are "approximately" Lipschitz, i.e.,
loss (ep) - loss (ep') Less Than max (C * |ep-ep'|, C')
The References are:
1) Alon, N., S.
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class |
GeneralizedLearner
GeneralizedLearner implements the Learner Class that holds the Space of Normed R^x To Normed R^1 Learning
Functions along with their Custom Empirical Loss.
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class |
L1LossLearner
L1LossLearner implements the Learner Class that holds the Space of Normed R^x To Normed R^1 Learning
Functions that employs L1 Empirical Loss Routine.
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class |
LipschitzLossLearner
LipschitzLossLearner implements the Learner Class that holds the Space of Normed R^1 To Normed R^1
Learning Functions for the Family of Loss Functions that are Lipschitz, i.e.,
loss (ep) - loss (ep') Less Than C * |ep-ep'|
The References are:
1) Alon, N., S.
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class |
LpLossLearner
LpLossLearner implements the Learner Class that holds the Space of Normed R^x To Normed R^1 Learning
Functions for the Family of Loss Functions that are Polynomial, i.e.,
loss (eta) = (eta ^ p) / p, for p greater than 1.
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Modifier and Type | Method and Description |
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EmpiricalLearningMetricEstimator |
EmpiricalPenaltySupremumEstimator.elme()
Retrieve the Empirical Learning Metric Estimator Instance
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Constructor and Description |
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EmpiricalPenaltySupremumEstimator(int iSupremumPenaltyLossMode,
EmpiricalLearningMetricEstimator elme,
GeneralizedValidatedVector gvviY,
R1R1 distR1R1,
RdR1 distRdR1)
EmpiricalPenaltySupremumEstimator Constructor
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