/** * 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)); } }