Uses of Interface
org.drip.learning.rxtor1.EmpiricalLearningMetricEstimator
Package | Description |
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org.drip.learning.rxtor1 |
Statistical Learning Empirical Loss Penalizer
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Uses of EmpiricalLearningMetricEstimator in org.drip.learning.rxtor1
Classes in org.drip.learning.rxtor1 that implement EmpiricalLearningMetricEstimator Modifier and Type Class Description class
ApproximateLipschitzLossLearner
ApproximateLipschitzLossLearner implements the Learner Class that holds the Space of Normed Rd To Normed R1 Learning Functions for the Family of Loss Functions that are "approximately" Lipschitz, i.e., loss (ep) - loss (ep') Less Than max (C * |ep-ep'|, C')
The References are:
Alon, N., S.class
GeneralizedLearner
GeneralizedLearner implements the Learner Class that holds the Space of Normed Rx To Normed R1 Learning Functions along with their Custom Empirical Loss.class
L1LossLearner
L1LossLearner implements the Learner Class that holds the Space of Normed Rx To Normed R1 Learning Functions that employs L1 Empirical Loss Routine.class
LipschitzLossLearner
LipschitzLossLearner implements the Learner Class that holds the Space of Normed R1 To Normed R1 Learning Functions for the Family of Loss Functions that are Lipschitz, i.e., loss (ep) - loss (ep') Less Than C * |ep-ep'|
The References are:
Alon, N., S.class
LpLossLearner
LpLossLearner implements the Learner Class that holds the Space of Normed Rx To Normed R1 Learning Functions for the Family of Loss Functions that are Polynomial, i.e., loss (eta) = (eta ^ p) / p, for p greater than 1.Methods in org.drip.learning.rxtor1 that return EmpiricalLearningMetricEstimator Modifier and Type Method Description EmpiricalLearningMetricEstimator
EmpiricalPenaltySupremumEstimator. elme()
Retrieve the Empirical Learning Metric Estimator InstanceConstructors in org.drip.learning.rxtor1 with parameters of type EmpiricalLearningMetricEstimator Constructor Description EmpiricalPenaltySupremumEstimator(int iSupremumPenaltyLossMode, EmpiricalLearningMetricEstimator elme, GeneralizedValidatedVector gvviY, R1R1 distR1R1, RdR1 distRdR1)
EmpiricalPenaltySupremumEstimator Constructor