/**
* Copyright (C) 2001-2017 by RapidMiner and the contributors
*
* Complete list of developers available at our web site:
*
* http://rapidminer.com
*
* This program is free software: you can redistribute it and/or modify it under the terms of the
* GNU Affero General Public License as published by the Free Software Foundation, either version 3
* of the License, or (at your option) any later version.
*
* This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without
* even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Affero General Public License for more details.
*
* You should have received a copy of the GNU Affero General Public License along with this program.
* If not, see http://www.gnu.org/licenses/.
*/
package com.rapidminer.operator.learner.igss.utility;
import com.rapidminer.operator.learner.igss.hypothesis.Hypothesis;
/**
* Abstract superclass for all instance-averaging functions.
*
* @author Dirk Dach
*/
public abstract class InstanceAveraging extends AbstractUtility {
/** Constructor */
public InstanceAveraging(double[] priors, int large) {
super(priors, large);
}
/**
* Calculates the the confidence intervall for a specific hypothesis. Uses Chernoff bounds if
* the number of random experiments is too small and normal approximation otherwise. This method
* is adapted for instance averaging utility types. Every example is considered a random
* experiment, because f_inst is evaluated for every example!!! This is the reason why total
* weight is used instead of covered weight Should be overwritten by subclasses if they make a
* different random experiment.
*/
@Override
public double confidenceIntervall(double totalWeight, double totalPositiveWeight, Hypothesis hypo, double delta) {
if (totalWeight < large) {
return confSmallM(totalWeight, delta);
} else {
return conf(totalWeight, totalPositiveWeight, hypo, delta);
}
}
/** Calculate confidence intervall without a specific rule for instance averaging functions. */
@Override
public double conf(double totalWeight, double delta) {
return inverseNormal(1 - delta / 2) / (2 * Math.sqrt(totalWeight));
}
/** Calculate confidence intervall for a specific rule for instance averaging functions. */
@Override
public double conf(double totalWeight, double totalPositiveWeight, Hypothesis hypo, double delta) {
return inverseNormal(1 - delta / 2) * variance(totalWeight, totalPositiveWeight, hypo);
}
/** Calculates the empirical variance. */
public abstract double variance(double totalWeight, double totalPositiveWeight, Hypothesis hypo);
/**
* Calculate confidence intervall without a specific rule for instance averaging functions and
* small m.
*/
@Override
public double confSmallM(double totalWeight, double delta) {
return Math.sqrt(Math.log(2.0d / delta) / (2 * totalWeight));
}
}