/*
* RapidMiner
*
* Copyright (C) 2001-2014 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));
}
}