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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