Package org.drip.learning.regularization
Interface RegularizerRdToR1
- All Known Implementing Classes:
RegularizerRdCombinatorialToR1Continuous
,RegularizerRdContinuousToR1Continuous
public interface RegularizerRdToR1
RegularizerRdToR1 exposes the Structural Loss and Risk for the specified Normed Rd To
Normed R1 Learning Function.
- 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
-
Method Summary
Modifier and Type Method Description double
lambda()
Retrieve the Regularization Constant Lambdadouble
structuralLoss(RdToR1 funcRdToR1, double[][] aadblX)
Compute the Regularization Sample Structural Lossdouble
structuralRisk(RdR1 distRdR1, RdToR1 funcRdToR1, double[][] aadblX, double[] adblY)
Compute the Regularization Sample Structural Loss
-
Method Details
-
lambda
double lambda()Retrieve the Regularization Constant Lambda- Returns:
- The Regularization Constant Lambda
-
structuralLoss
Compute the Regularization Sample Structural Loss- Parameters:
funcRdToR1
- R^d To R^1 Function InstanceaadblX
- The Sample Instance- Returns:
- The Regularization Sample Structural Loss
- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
-
structuralRisk
double structuralRisk(RdR1 distRdR1, RdToR1 funcRdToR1, double[][] aadblX, double[] adblY) throws java.lang.ExceptionCompute the Regularization Sample Structural Loss- Parameters:
distRdR1
- R^d R^1 Multivariate MeasurefuncRdToR1
- R^d To R^1 Function InstanceaadblX
- The Sample InstanceadblY
- The Response Instance- Returns:
- The Regularization Sample Structural Loss
- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
-