Package org.drip.learning.regularization

Class RegularizationFunction

java.lang.Object

org.drip.learning.regularization.RegularizationFunction

public class RegularizationFunction
extends java.lang.Object

RegularizerFunction the R¹ To R¹ and the R^d To R¹ Regularization Functions. The References are:

• Alon, N., S. Ben-David, N. Cesa Bianchi, and D. Haussler (1997): Scale-sensitive Dimensions, Uniform Convergence, and Learnability Journal of Association of Computational Machinery 44 (4) 615-631
• Anthony, M., and P. L. Bartlett (1999): Artificial Neural Network Learning - Theoretical Foundations Cambridge University Press Cambridge, UK
• Kearns, M. J., R. E. Schapire, and L. M. Sellie (1994): Towards Efficient Agnostic Learning Machine Learning 17 (2) 115-141
• Lee, W. S., P. L. Bartlett, and R. C. Williamson (1998): The Importance of Convexity in Learning with Squared Loss IEEE Transactions on Information Theory 44 1974-1980
• Vapnik, V. N. (1998): Statistical learning Theory Wiley New York

• Module = Computational Core Module
• Library = Statistical Learning
• Project = Agnostic Learning Bounds under Empirical Loss Minimization Schemes
• Package = Statistical Learning Empirical Loss Regularizer

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
RegularizationFunction(R1ToR1 regR1ToR1, RdToR1 regRdToR1, double dblLambda)	RegularizationFunction Constructor

Method Summary

Modifier and Type	Method	Description
double	lambda()	Retrieve the Regularization Constant Lambda
R1ToR1	r1Tor1()	Retrieve the R^1 To R^1 Regularization Function
RdToR1	rdTor1()	Retrieve the R^d To R^1 Regularization Function

Methods inherited from class java.lang.Object

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

Constructor Details

RegularizationFunction

public RegularizationFunction(R1ToR1 regR1ToR1,
RdToR1 regRdToR1,
double dblLambda)
                       throws java.lang.Exception

RegularizationFunction Constructor

Parameters:

regR1ToR1 - R^1 To R^1 Regularization Function

regRdToR1 - R^d To R^1 Regularization Function

dblLambda - The Regularizer Lambda

Throws:

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

Method Details

r1Tor1

public R1ToR1 r1Tor1()

Retrieve the R^1 To R^1 Regularization Function

Returns:

The R^1 To R^1 Regularization Function Instance

rdTor1

public RdToR1 rdTor1()

Retrieve the R^d To R^1 Regularization Function

Returns:

The R^d To R^1 Regularization Function Instance

lambda

public double lambda()

Retrieve the Regularization Constant Lambda

Returns:

The Regularization Constant Lambda