| Package | Description |
|---|---|
| org.drip.learning.rxtor1 |
| Modifier and Type | Class and Description |
|---|---|
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.
|
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.
|
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.
|
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.
|