Uses of Package
org.drip.learning.rxtor1

Packages that use org.drip.learning.rxtor1
Package Description
org.drip.learning.rxtor1
Statistical Learning Empirical Loss Penalizer
  • Classes in org.drip.learning.rxtor1 used by org.drip.learning.rxtor1
    Class Description
    EmpiricalLearningMetricEstimator
    EmpiricalLearningMetricEstimator is the Estimator of the Empirical Loss and Risk, as well as the corresponding Covering Numbers.
    EmpiricalPenaltySupremum
    EmpiricalPenaltySupremum holds the Learning Function that corresponds to the Empirical Supremum, as well as the corresponding Supremum Value.
    EmpiricalPenaltySupremumEstimator
    EmpiricalPenaltySupremumEstimator contains the Implementation of the Empirical Penalty Supremum Estimator dependent on Multivariate Random Variables where the Multivariate Function is a Linear Combination of Bounded Univariate Functions acting on each Random Variate.
    GeneralizedLearner
    GeneralizedLearner implements the Learner Class that holds the Space of Normed Rx To Normed R1 Learning Functions along with their Custom Empirical Loss.
    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.