| Package | Description |
|---|---|
| org.drip.learning.kernel |
| Modifier and Type | Class and Description |
|---|---|
class |
DiagonalScalingOperator
DiagonalScalingOperator implements the Scaling Operator that is used to determine the Bounds of the R^x L2
To R^x L2 Kernel Linear Integral Operator defined by:
T_k [f(.)] := Integral Over Input Space {k (., y) * f(y) * d[Prob(y)]}
The References are:
1) Ash, R.
|
| Modifier and Type | Method and Description |
|---|---|
OperatorClassCoveringBounds |
IntegralOperatorEigenContainer.scaledCoveringNumberBounds(DiagonalScalingOperator dso)
Generate the Operator Class Covering Number Bounds of the RKHS Feature Space Bounds that result on the
Application of the Diagonal Scaling Operator
|