BinaryClassifierSupremumBound.java
package org.drip.sample.classifier;
import org.drip.learning.rxtor1.*;
import org.drip.numerical.common.FormatUtil;
import org.drip.sequence.functional.FlatMultivariateRandom;
import org.drip.sequence.metrics.SingleSequenceAgnosticMetrics;
import org.drip.sequence.random.*;
import org.drip.service.env.EnvManager;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
* Copyright (C) 2016 Lakshmi Krishnamurthy
* Copyright (C) 2015 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
* asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
* analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
* equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
* numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
* and computational support.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three modules:
*
* - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
*
* DROP Product Core implements libraries for the following:
* - Fixed Income Analytics
* - Loan Analytics
* - Transaction Cost Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Asset Liability Management Analytics
* - Capital Estimation Analytics
* - Exposure Analytics
* - Margin Analytics
* - XVA Analytics
*
* DROP Computational Core implements libraries for the following:
* - Algorithm Support
* - Computation Support
* - Function Analysis
* - Model Validation
* - Numerical Analysis
* - Numerical Optimizer
* - Spline Builder
* - Statistical Learning
*
* Documentation for DROP is Spread Over:
*
* - Main => https://lakshmidrip.github.io/DROP/
* - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
* - GitHub => https://github.com/lakshmiDRIP/DROP
* - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
* - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
* - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
* - Release Versions => https://lakshmidrip.github.io/DROP/version.html
* - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
* - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
* - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
* - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/**
* <i>BinaryClassifierSupremumBound</i> demonstrates the Computation of the Probabilistic Bounds for the
* Supremum among the Class of Binary Classifier Functions for an Empirical Sample from its Population Mean
* using Variants of the Efron-Stein Methodology.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/StatisticalLearningLibrary.md">Statistical Learning</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/README.md">DROP API Construction and Usage</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/classifier/README.md">Binary Classifier Supremum Bounds Estimator</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class BinaryClassifierSupremumBound {
private static final double[] EmpiricalOutcome (
final int iNumOutcome)
throws Exception
{
double[] adblEmpiricalOutcome = new double[iNumOutcome];
for (int i = 0; i < iNumOutcome; ++i)
adblEmpiricalOutcome[i] = Math.random() + 0.5;
return adblEmpiricalOutcome;
}
private static final SingleSequenceAgnosticMetrics[] IIDDraw (
final UnivariateSequenceGenerator rsg,
final int iNumSample)
throws Exception
{
SingleSequenceAgnosticMetrics[] aSSAM = new SingleSequenceAgnosticMetrics[iNumSample];
for (int i = 0; i < iNumSample; ++i)
aSSAM[i] = rsg.sequence (iNumSample, null);
return aSSAM;
}
private static final EmpiricalPenaltySupremumEstimator EmpiricalLossSupremumFunction (
final double[] asEmpiricalOutcome)
throws Exception
{
// AbstractBinaryClassifier[] aClassifier = null;
return null;
/* return new EmpiricalLossSupremum (
new GeneralizedClassifierFunctionClass (
aClassifier,
new ExpectedSupremumLossAsymptote (
0.01,
-1.5
)
),
asEmpiricalOutcome
); */
}
private static final void MartingaleDifferencesRun (
final Binary bsg,
final double[] adblEmpiricalOutcome,
final int iNumSet)
throws Exception
{
String strDump = "\t| " + FormatUtil.FormatDouble (adblEmpiricalOutcome.length, 2, 0, 1.) + " => ";
for (int j = 0; j < iNumSet; ++j) {
SingleSequenceAgnosticMetrics[] aSSAM = IIDDraw (
bsg,
adblEmpiricalOutcome.length
);
EmpiricalPenaltySupremumMetrics eslm = new EmpiricalPenaltySupremumMetrics (
EmpiricalLossSupremumFunction (
adblEmpiricalOutcome
),
aSSAM,
null
);
if (0 != j) strDump += " |";
strDump += FormatUtil.FormatDouble (eslm.martingaleVarianceUpperBound(), 1, 3, 1.);
}
System.out.println (strDump + " |");
}
private static final void GhostVariateVarianceRun (
final Binary bsg,
final double[] adblEmpiricalOutcome,
final int iNumSet)
throws Exception
{
String strDump = "\t| " + FormatUtil.FormatDouble (adblEmpiricalOutcome.length, 2, 0, 1.) + " => ";
for (int j = 0; j < iNumSet; ++j) {
SingleSequenceAgnosticMetrics[] aSSAM = IIDDraw (
bsg,
adblEmpiricalOutcome.length
);
EmpiricalPenaltySupremumMetrics eslm = new EmpiricalPenaltySupremumMetrics (
EmpiricalLossSupremumFunction (
adblEmpiricalOutcome
),
aSSAM,
null
);
SingleSequenceAgnosticMetrics[] aSSAMGhost = IIDDraw (
bsg,
adblEmpiricalOutcome.length
);
if (0 != j) strDump += " |";
strDump += FormatUtil.FormatDouble (eslm.ghostVarianceUpperBound (aSSAMGhost), 1, 3, 1.);
}
System.out.println (strDump + " |");
}
private static final void EfronSteinSteeleRun (
final Binary bsg,
final double[] adblEmpiricalOutcome,
final int iNumSet)
throws Exception
{
String strDump = "\t| " + FormatUtil.FormatDouble (adblEmpiricalOutcome.length, 2, 0, 1.) + " => ";
for (int j = 0; j < iNumSet; ++j) {
SingleSequenceAgnosticMetrics[] aSSAM = IIDDraw (
bsg,
adblEmpiricalOutcome.length
);
EmpiricalPenaltySupremumMetrics eslm = new EmpiricalPenaltySupremumMetrics (
EmpiricalLossSupremumFunction (
adblEmpiricalOutcome
),
aSSAM,
null
);
SingleSequenceAgnosticMetrics[] aSSAMGhost = IIDDraw (
bsg,
adblEmpiricalOutcome.length
);
if (0 != j) strDump += " |";
strDump += FormatUtil.FormatDouble (eslm.efronSteinSteeleBound (aSSAMGhost), 1, 3, 1.);
}
System.out.println (strDump + " |");
}
private static final void PivotDifferencesRun (
final Binary bsg,
final double[] adblEmpiricalOutcome,
final int iNumSet)
throws Exception
{
String strDump = "\t| " + FormatUtil.FormatDouble (adblEmpiricalOutcome.length, 2, 0, 1.) + " => ";
for (int j = 0; j < iNumSet; ++j) {
SingleSequenceAgnosticMetrics[] aSSAM = IIDDraw (
bsg,
adblEmpiricalOutcome.length
);
EmpiricalPenaltySupremumMetrics eslm = new EmpiricalPenaltySupremumMetrics (
EmpiricalLossSupremumFunction (
adblEmpiricalOutcome
),
aSSAM,
null
);
if (0 != j) strDump += " |";
strDump += FormatUtil.FormatDouble (eslm.pivotVarianceUpperBound (new FlatMultivariateRandom (0.)), 1, 3, 1.);
}
System.out.println (strDump + " |");
}
private static final void LugosiVarianceRun (
final Binary bsg,
final double[] adblEmpiricalOutcome,
final int iNumSet)
throws Exception
{
String strDump = "\t| " + FormatUtil.FormatDouble (adblEmpiricalOutcome.length, 2, 0, 1.) + " => ";
for (int j = 0; j < iNumSet; ++j) {
SingleSequenceAgnosticMetrics[] aSSAM = IIDDraw (
bsg,
adblEmpiricalOutcome.length
);
EmpiricalPenaltySupremumMetrics eslm = new EmpiricalPenaltySupremumMetrics (
EmpiricalLossSupremumFunction (
adblEmpiricalOutcome
),
aSSAM,
null
);
SingleSequenceAgnosticMetrics[] aSSAMGhost = IIDDraw (
bsg,
1
);
if (0 != j) strDump += " |";
strDump += FormatUtil.FormatDouble (eslm.lugosiVarianceBound (aSSAMGhost[0].sequence()), 1, 3, 1.);
}
System.out.println (strDump + " |");
}
public static final void main (
final String[] astrArgs)
throws Exception
{
EnvManager.InitEnv ("");
int iNumSet = 5;
int[] aiSampleSize = new int[] {
3, 10, 25, 50
};
Binary bin = new Binary (0.7);
System.out.println ("\n\t|-----------------------------------------------|");
System.out.println ("\t| Martingale Differences Variance Upper Bound |");
System.out.println ("\t|-----------------------------------------------|");
for (int iSampleSize : aiSampleSize)
MartingaleDifferencesRun (
bin,
EmpiricalOutcome (iSampleSize),
iNumSet
);
System.out.println ("\t|-----------------------------------------------|");
System.out.println ("\n\t|-----------------------------------------------|");
System.out.println ("\t| Symmetrized Variate Variance Upper Bound |");
System.out.println ("\t|-----------------------------------------------|");
for (int iSampleSize : aiSampleSize)
GhostVariateVarianceRun (
bin,
EmpiricalOutcome (iSampleSize),
iNumSet
);
System.out.println ("\t|-----------------------------------------------|");
aiSampleSize = new int[] {
3, 10, 25, 50, 75, 99
};
System.out.println ("\t| Efron-Stein-Steele Variance Upper Bound |");
System.out.println ("\t|-----------------------------------------------|");
for (int iSampleSize : aiSampleSize)
EfronSteinSteeleRun (
bin,
EmpiricalOutcome (iSampleSize),
iNumSet
);
System.out.println ("\t|-----------------------------------------------|");
System.out.println ("\n\t|-----------------------------------------------|");
System.out.println ("\t| Pivoted Differences Variance Upper Bound |");
System.out.println ("\t|-----------------------------------------------|");
for (int iSampleSize : aiSampleSize)
PivotDifferencesRun (
bin,
EmpiricalOutcome (iSampleSize),
iNumSet
);
System.out.println ("\t|-----------------------------------------------|");
System.out.println ("\n\t|-----------------------------------------------|");
System.out.println ("\t| Lugosi Bounded Variance Upper Bound |");
System.out.println ("\t|-----------------------------------------------|");
for (int iSampleSize : aiSampleSize)
LugosiVarianceRun (
bin,
EmpiricalOutcome (iSampleSize),
iNumSet
);
System.out.println ("\t|-----------------------------------------------|");
EnvManager.TerminateEnv();
}
}