Package org.drip.learning.regularization

Statistical Learning Empirical Loss Regularizer
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    RegularizerR1ToR1
    RegularizerR1ToR1 exposes the Structural Loss and Risk for the specified Normed R1 To Normed R1 Learning Function.
    RegularizerRdToR1
    RegularizerRdToR1 exposes the Structural Loss and Risk for the specified Normed Rd To Normed R1 Learning Function.
  • Class Summary
    Class Description
    RegularizationFunction
    RegularizerFunction the R1 To R1 and the Rd To R1 Regularization Functions.
    RegularizerBuilder
    RegularizerBuilder constructs Custom Regularizers for the different Normed Learner Function Types.
    RegularizerR1CombinatorialToR1Continuous
    RegularizerR1CombinatorialToR1Continuous computes the Structural Loss and Risk for the specified Normed R1 Combinatorial To Normed R1 Continuous Learning Function.
    RegularizerR1ContinuousToR1Continuous
    RegularizerR1ContinuousToR1Continuous computes the Structural Loss and Risk for the specified Normed R1 Continuous To Normed R1 Continuous Learning Function.
    RegularizerRdCombinatorialToR1Continuous
    RegularizerRdCombinatorialToR1Continuous computes the Structural Loss and Risk for the specified Normed Rd Combinatorial To Normed R1 Continuous Learning Function.
    RegularizerRdContinuousToR1Continuous
    RegularizerRdContinuousToR1Continuous computes the Structural Loss and Risk for the specified Normed Rd Continuous To Normed R1 Continuous Learning Function.