Uses of Interface
org.drip.spaces.instance.GeneralizedValidatedVector
| Package | Description |
|---|---|
| org.drip.learning.rxtor1 |
Statistical Learning Empirical Loss Penalizer
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| org.drip.spaces.cover |
Vector Spaces Covering Number Estimator
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| org.drip.spaces.functionclass |
Normed Finite Spaces Function Class
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| org.drip.spaces.instance |
Validated Continuous/Combinatorial Metric Spaces
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| org.drip.spaces.rxtor1 |
Rx To R1 Normed Function Spaces
|
| org.drip.spaces.rxtord |
Rx To Rd Normed Function Spaces
|
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Uses of GeneralizedValidatedVector in org.drip.learning.rxtor1
Methods in org.drip.learning.rxtor1 that return GeneralizedValidatedVector Modifier and Type Method Description GeneralizedValidatedVectorEmpiricalPenaltySupremumEstimator. empiricalOutcomes()Retrieve the Validated Outcome InstanceMethods in org.drip.learning.rxtor1 with parameters of type GeneralizedValidatedVector Modifier and Type Method Description doubleEmpiricalLearningMetricEstimator. empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Empirical Sample LossdoubleEmpiricalLearningMetricEstimator. empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Empirical Sample LossdoubleL1LossLearner. empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleL1LossLearner. empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleLipschitzLossLearner. empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleLipschitzLossLearner. empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleLpLossLearner. empiricalLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleLpLossLearner. empiricalLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleEmpiricalLearningMetricEstimator. empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Empirical Sample RiskdoubleEmpiricalLearningMetricEstimator. empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Empirical Sample RiskdoubleL1LossLearner. empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleL1LossLearner. empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleLipschitzLossLearner. empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleLipschitzLossLearner. empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleLpLossLearner. empiricalRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleLpLossLearner. empiricalRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleGeneralizedLearner. genericCoveringProbabilityBound(GeneralizedValidatedVector gvvi, int iSampleSize, double dblEpsilon, boolean bSupremum)Compute the Sample/Data Dependent Upper Bound of the Probability of the Absolute Deviation between the Empirical and the Population Means using the Function Class Supremum Covering Number for General-Purpose LearningdoubleGeneralizedLearner. genericCoveringSampleSize(GeneralizedValidatedVector gvvi, double dblEpsilon, double dblDeviationUpperProbabilityBound, boolean bSupremum)Compute the Minimum Possible Sample Size needed to generate the required Upper Probability Bound for the Specified Empirical Deviation using the Covering Number Convergence Bounds.doubleApproximateLipschitzLossLearner. lossSampleCoveringNumber(GeneralizedValidatedVector gvvi, double dblEpsilon, boolean bSupremum)doubleEmpiricalLearningMetricEstimator. lossSampleCoveringNumber(GeneralizedValidatedVector gvvi, double dblEpsilon, boolean bSupremum)Retrieve the Loss Class Sample Covering Number - L-Infinity or L-p based BaseddoubleL1LossLearner. lossSampleCoveringNumber(GeneralizedValidatedVector gvvi, double dblEpsilon, boolean bSupremum)doubleLipschitzLossLearner. lossSampleCoveringNumber(GeneralizedValidatedVector gvvi, double dblEpsilon, boolean bSupremum)doubleLpLossLearner. lossSampleCoveringNumber(GeneralizedValidatedVector gvvi, double dblEpsilon, boolean bSupremum)doubleGeneralizedLearner. regressorCoveringProbabilityBound(GeneralizedValidatedVector gvvi, int iSampleSize, double dblEpsilon, boolean bSupremum)Compute the Sample/Data Dependent Upper Bound of the Probability of the Absolute Deviation between the Empirical and the Population Means using the Function Class Supremum Covering Number for Regression LearningdoubleGeneralizedLearner. regressorCoveringSampleSize(GeneralizedValidatedVector gvvi, double dblEpsilon, double dblDeviationUpperProbabilityBound, boolean bSupremum)Compute the Minimum Possible Sample Size needed to generate the required Upper Probability Bound for the Specified Empirical Deviation using the Covering Number Convergence Bounds for Regression Learning.doubleEmpiricalLearningMetricEstimator. regularizedLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Regularized Sample Loss (Empirical + Structural)doubleEmpiricalLearningMetricEstimator. regularizedLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Regularized Sample Loss (Empirical + Structural)doubleGeneralizedLearner. regularizedLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleGeneralizedLearner. regularizedLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleEmpiricalLearningMetricEstimator. regularizedRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Regularized Sample Risk (Empirical + Structural)doubleEmpiricalLearningMetricEstimator. regularizedRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Regularized Sample Risk (Empirical + Structural)doubleGeneralizedLearner. regularizedRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleGeneralizedLearner. regularizedRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleEmpiricalLearningMetricEstimator. structuralLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvvi)Compute the Structural Sample LossdoubleEmpiricalLearningMetricEstimator. structuralLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvvi)Compute the Structural Sample LossdoubleGeneralizedLearner. structuralLoss(R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvvi)doubleGeneralizedLearner. structuralLoss(RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvvi)doubleEmpiricalLearningMetricEstimator. structuralRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Structural Sample RiskdoubleEmpiricalLearningMetricEstimator. structuralRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Structural Sample RiskdoubleGeneralizedLearner. structuralRisk(R1R1 distR1R1, R1ToR1 funcLearnerR1ToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)doubleGeneralizedLearner. structuralRisk(RdR1 distRdR1, RdToR1 funcLearnerRdToR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)EmpiricalPenaltySupremumEmpiricalPenaltySupremumEstimator. supremum(GeneralizedValidatedVector gvviX)Compute the Empirical Penalty Supremum for the specified R^1/R^d Input SpaceEmpiricalPenaltySupremumEmpiricalLearningMetricEstimator. supremumEmpiricalLoss(GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Supremum Empirical Sample LossEmpiricalPenaltySupremumGeneralizedLearner. supremumEmpiricalLoss(GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)EmpiricalPenaltySupremumEmpiricalLearningMetricEstimator. supremumEmpiricalRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Supremum Empirical Sample RiskEmpiricalPenaltySupremumEmpiricalLearningMetricEstimator. supremumEmpiricalRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Supremum Empirical Sample RiskEmpiricalPenaltySupremumGeneralizedLearner. supremumEmpiricalRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)EmpiricalPenaltySupremumGeneralizedLearner. supremumEmpiricalRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)EmpiricalPenaltySupremumEmpiricalPenaltySupremumEstimator. supremumR1(GeneralizedValidatedVector gvviX)Compute the Empirical Penalty Supremum for the specified R^1 Input SpaceEmpiricalPenaltySupremumEmpiricalPenaltySupremumEstimator. supremumRd(GeneralizedValidatedVector gvviX)Compute the Empirical Penalty Supremum for the specified R^d Input SpaceEmpiricalPenaltySupremumEmpiricalLearningMetricEstimator. supremumRegularizedLoss(GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Supremum Regularized Sample LossEmpiricalPenaltySupremumGeneralizedLearner. supremumRegularizedLoss(GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)EmpiricalPenaltySupremumEmpiricalLearningMetricEstimator. supremumRegularizedRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Supremum Regularized Sample RiskEmpiricalPenaltySupremumEmpiricalLearningMetricEstimator. supremumRegularizedRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Supremum Regularized Sample RiskEmpiricalPenaltySupremumGeneralizedLearner. supremumRegularizedRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)EmpiricalPenaltySupremumGeneralizedLearner. supremumRegularizedRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)EmpiricalPenaltySupremumEmpiricalLearningMetricEstimator. supremumStructuralLoss(GeneralizedValidatedVector gvviX)Compute the Supremum Structural Sample LossEmpiricalPenaltySupremumGeneralizedLearner. supremumStructuralLoss(GeneralizedValidatedVector gvviX)EmpiricalPenaltySupremumEmpiricalLearningMetricEstimator. supremumStructuralRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Supremum Structural Sample RiskEmpiricalPenaltySupremumEmpiricalLearningMetricEstimator. supremumStructuralRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Compute the Supremum Structural Sample RiskEmpiricalPenaltySupremumGeneralizedLearner. supremumStructuralRisk(R1R1 distR1R1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)EmpiricalPenaltySupremumGeneralizedLearner. supremumStructuralRisk(RdR1 distRdR1, GeneralizedValidatedVector gvviX, GeneralizedValidatedVector gvviY)Constructors in org.drip.learning.rxtor1 with parameters of type GeneralizedValidatedVector Constructor Description EmpiricalPenaltySupremumEstimator(int iSupremumPenaltyLossMode, EmpiricalLearningMetricEstimator elme, GeneralizedValidatedVector gvviY, R1R1 distR1R1, RdR1 distRdR1)EmpiricalPenaltySupremumEstimator Constructor -
Uses of GeneralizedValidatedVector in org.drip.spaces.cover
Methods in org.drip.spaces.cover with parameters of type GeneralizedValidatedVector Modifier and Type Method Description CarlStephaniNormedBoundsCarlStephaniProductBounds. sampleMetricEntropyNorm(GeneralizedValidatedVector generalizedValidatedVectorA, GeneralizedValidatedVector generalizedValidatedVectorB, int entropyNumberIndex, boolean useSupremumNorm)Compute the Sample Metric Carl-Stephani Entropy Number Upper Bound using either the Metric/Supremum Population NormdoubleCarlStephaniProductBounds. sampleMetricEntropyNumber(GeneralizedValidatedVector generalizedValidatedVectorA, GeneralizedValidatedVector generalizedValidatedVectorB, int entropyNumberIndexA, int entropyNumberIndexB)Compute the Upper Bound for the Entropy Number of the Operator Sample Metric Covering Number Convolution Product across both the Function ClassesCarlStephaniNormedBoundsCarlStephaniProductBounds. sampleSupremumEntropyNorm(GeneralizedValidatedVector generalizedValidatedVectorA, GeneralizedValidatedVector generalizedValidatedVectorB, int entropyNumberIndex, boolean useSupremumNorm)Compute the Sample Supremum Carl-Stephani Entropy Number Upper Bound using either the Metric/Supremum Population NormdoubleCarlStephaniProductBounds. sampleSupremumEntropyNumber(GeneralizedValidatedVector generalizedValidatedVectorA, GeneralizedValidatedVector generalizedValidatedVectorB, int entropyNumberIndexA, int entropyNumberIndexB)Compute the Upper Bound for the Entropy Number of the Operator Sample Supremum Covering Number Convolution Product across both the Function Classes -
Uses of GeneralizedValidatedVector in org.drip.spaces.functionclass
Methods in org.drip.spaces.functionclass with parameters of type GeneralizedValidatedVector Modifier and Type Method Description doubleNormedRxToNormedR1Finite. operatorSampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)doubleNormedRxToNormedRdFinite. operatorSampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)abstract doubleNormedRxToNormedRxFinite. operatorSampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)Compute the Operator Sample Metric NormdoubleNormedRxToNormedR1Finite. operatorSampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)doubleNormedRxToNormedRdFinite. operatorSampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)abstract doubleNormedRxToNormedRxFinite. operatorSampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)Compute the Operator Sample Supremum NormdoubleNormedRxToNormedR1Finite. sampleCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)Estimate for the Scale-Sensitive Sample Covering Number for the specified Cover Sizedouble[]NormedRxToNormedRdFinite. sampleCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)Estimate for the Scale-Sensitive Sample Covering Number Array for the specified Cover Sizedouble[]NormedRxToNormedRdFinite. sampleCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double[] coverArray)Estimate for the Scale-Sensitive Sample Covering Number Array for the specified Cover SizeMaureyOperatorCoveringBoundsNormedRxToNormedRxFinite. sampleMetricCoveringBounds(GeneralizedValidatedVector generalizedValidatedVector)Compute the Maurey Covering Number Upper Bounds for Operator Sample Metric Normdouble[]NormedRxToNormedRdFinite. sampleRdMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)Compute the Sample Rd Metric Normdouble[]NormedRxToNormedRdFinite. sampleRdSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)Compute the Sample Rd Supremum NormMaureyOperatorCoveringBoundsNormedRxToNormedRxFinite. sampleSupremumCoveringBounds(GeneralizedValidatedVector generalizedValidatedVector)Compute the Maurey Covering Number Upper Bounds for Operator Sample Supremum NormdoubleNormedRxToNormedR1Finite. sampleSupremumCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Sizedouble[]NormedRxToNormedRdFinite. sampleSupremumCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Sizedouble[]NormedRxToNormedRdFinite. sampleSupremumCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double[] coverArray)Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover SizeFunctionClassCoveringBoundsNormedRxToNormedRxFinite. scaleSensitiveCoveringBounds(GeneralizedValidatedVector generalizedValidatedVector, R1ToR1 r1ToR1FatShatteringFunction)Retrieve the Scale-Sensitive Covering Number Upper/Lower Bounds given the Specified Sample for the Function Class -
Uses of GeneralizedValidatedVector in org.drip.spaces.instance
Classes in org.drip.spaces.instance that implement GeneralizedValidatedVector Modifier and Type Class Description classValidatedR1ValidatedR1 holds the Validated R1 Vector Instance Sequence and the Corresponding Generalized Vector Space Type.classValidatedR1CombinatorialValidatedR1Combinatorial holds the Validated R1 Combinatorial Vector Instance Sequence and the corresponding Generalized Vector Space Type.classValidatedR1ContinuousValidatedR1Continuous holds the Validated R1 Continuous Vector Instance Sequence and the Corresponding Generalized Vector Space Type.classValidatedRdValidatedRd holds the Validated Rd Vector Instance Sequence and the Corresponding Generalized Vector Space Type.classValidatedRdCombinatorialValidatedRdCombinatorial holds the Validated Rd Vector Instance Sequence and the Corresponding Generalized Vector Space Type.classValidatedRdContinuousValidatedRdContinuous holds the Validated Rd Continuous Vector Instance Sequence and the corresponding Generalized Vector Space Type. -
Uses of GeneralizedValidatedVector in org.drip.spaces.rxtor1
Methods in org.drip.spaces.rxtor1 with parameters of type GeneralizedValidatedVector Modifier and Type Method Description doubleNormedRxToNormedR1. sampleCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)Retrieve the Sample Covering NumberdoubleNormedR1ToNormedR1. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Metric NormdoubleNormedRdToNormedR1. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Metric Normabstract doubleNormedRxToNormedR1. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Metric NormdoubleNormedRxToNormedR1. sampleSupremumCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)Retrieve the Sample Supremum Covering NumberdoubleNormedR1ToNormedR1. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Supremum NormdoubleNormedRdToNormedR1. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Supremum Normabstract doubleNormedRxToNormedR1. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Supremum Norm -
Uses of GeneralizedValidatedVector in org.drip.spaces.rxtord
Methods in org.drip.spaces.rxtord with parameters of type GeneralizedValidatedVector Modifier and Type Method Description double[]NormedRxToNormedRd. sampleCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)Retrieve the Sample Covering Number Arraydouble[]NormedR1ToNormedRd. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Metric Norm Arraydouble[]NormedRdToNormedRd. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Metric Norm Arrayabstract double[]NormedRxToNormedRd. sampleMetricNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Metric Norm Arraydouble[]NormedRxToNormedRd. sampleSupremumCoveringNumber(GeneralizedValidatedVector generalizedValidatedVector, double cover)Retrieve the Sample Supremum Covering Number Arraydouble[]NormedR1ToNormedRd. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Supremum Norm Arraydouble[]NormedRdToNormedRd. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Supremum Norm Arrayabstract double[]NormedRxToNormedRd. sampleSupremumNorm(GeneralizedValidatedVector generalizedValidatedVector)Retrieve the Sample Supremum Norm Array