org.drip.learning.svm

Class LinearRdDecisionFunction

java.lang.Object

org.drip.function.definition.RdToR1

org.drip.learning.svm.RdDecisionFunction

org.drip.learning.svm.LinearRdDecisionFunction

public abstract class LinearRdDecisionFunction
extends RdDecisionFunction

LinearRdDecisionFunction implements the Linear R^d Decision Function-Based SVM Functionality for Classification and Regression.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
LinearRdDecisionFunction(RdGeneralizedVector gmvsPredictor, RdNormed rmnsInverseMargin, double[] adblInverseMarginWeight, double dblB) LinearRdDecisionFunction Constructor

Method Summary

Modifier and Type	Method and Description
double	evaluate(double[] adblX) Evaluate for the given Input Variates

Methods inherited from class org.drip.learning.svm.RdDecisionFunction

classify, entropyNumberUpperBounds, inverseMarginSpace, inverseMarginWeights, logEntropyNumberAsymptote, offset, optimizeClassificationHyperplane, optimizeRegressionHyperplane, predictorSpace, regress

Methods inherited from class org.drip.function.definition.RdToR1

derivative, differential, dimension, gradient, gradientModulus, gradientModulusFunction, hessian, integrate, jacobian, maxima, minima, ValidateInput

Methods inherited from class java.lang.Object

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

Constructor Detail

LinearRdDecisionFunction

public LinearRdDecisionFunction(RdGeneralizedVector gmvsPredictor,
                                RdNormed rmnsInverseMargin,
                                double[] adblInverseMarginWeight,
                                double dblB)
                         throws java.lang.Exception

LinearRdDecisionFunction Constructor

Parameters:

gmvsPredictor - The R^d Metric Input Predictor Space

rmnsInverseMargin - The Inverse Margin Weights R^d L2 Space

adblInverseMarginWeight - Array of Inverse Margin Weights

dblB - The Offset

Throws:

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

Method Detail

evaluate

public double evaluate(double[] adblX)
                throws java.lang.Exception

Description copied from class: RdToR1

Evaluate for the given Input Variates

Specified by:

evaluate in class RdToR1

Parameters:

adblX - Array of Input Variates

Returns:

The Calculated Value

Throws:

java.lang.Exception - Thrown if the Evaluation cannot be done