Skip to content

Commit fe3cb92

Browse files
committed
Features:
Bug Fixes/Re-organization: - Spaces Function Class Normed R^x To Finite - Operator Sample Supremum Norm (1) - Spaces Function Class Normed R^x To Finite - Agnostic Covering Number Bounds (2) - Spaces Function Class Normed R^x To Finite - Scale Sensitive Covering Bounds #1 (3) - Spaces Function Class Normed R^x To Finite - Scale Sensitive Covering Bounds #2 (4, 5, 6) - Spaces Function Class Normed R^x To Finite - Scale Sensitive Covering Bounds #3 (7, 8, 9) - Spaces Function Class Normed R^x To Finite - Scale Sensitive Covering Bounds #4 (10, 11, 12) - Spaces Function Class Normed R^x To Finite - Output Dimension (13, 14) - Spaces Function Class Normed R^x To Finite - Population Metric Covering Bounds (15, 16) - Spaces Function Class Normed R^x To Finite - Population Supremum Covering Bounds (17, 18) - Spaces Function Class Normed R^x To Finite - Sample Metric Covering Bounds (19, 20) - Spaces Function Class Normed R^x To Finite - Sample Supremum Covering Bounds (21, 22) - Spaces Function Class Normed R^x To R^1 Finite (23, 24, 25) - Spaces Function Class Normed R^x To R^1 Finite - Array (26, 27) - Spaces Function Class Normed R^x To R^1 Finite - Constructor #1 (28, 29) - Spaces Function Class Normed R^x To R^1 Finite - Constructor #2 (30, 31) - Spaces Function Class Normed R^x To R^1 Finite - Agnostic Covering Number Bounds (32) - Spaces Function Class Normed R^x To R^1 Finite - Input Metric Vector Space (33) - Spaces Function Class Normed R^x To R^1 Finite - Output Metric Vector Space (34) - Spaces Function Class Normed R^x To R^1 Finite - Population Covering Number #1 (35, 36) - Spaces Function Class Normed R^x To R^1 Finite - Population Covering Number #2 (37, 38, 39) - Spaces Function Class Normed R^x To R^1 Finite - Population Covering Number #3 (40, 41) - Spaces Function Class Normed R^x To R^1 Finite - Population Supremum Covering Number #1 (42) - Spaces Function Class Normed R^x To R^1 Finite - Population Supremum Covering Number #2 (43, 44, 45) - Spaces Function Class Normed R^x To R^1 Finite - Population Supremum Covering Number #3 (46, 47, 48) - Spaces Function Class Normed R^x To R^1 Finite - Sample Covering Number #1 (49, 50, 51) - Spaces Function Class Normed R^x To R^1 Finite - Sample Covering Number #2 (52, 53, 54) - Spaces Function Class Normed R^x To R^1 Finite - Sample Covering Number #3 (55) - Spaces Function Class Normed R^x To R^1 Finite - Sample Supremum Covering Number #1 (56, 57) - Spaces Function Class Normed R^x To R^1 Finite - Sample Supremum Covering Number #2 (58, 59, 60) Samples: IdeaDRIP:
1 parent d738223 commit fe3cb92

9 files changed

+740
-415
lines changed

ReleaseNotes/09_13_2023.txt

+46
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,46 @@
1+
2+
Features:
3+
4+
Bug Fixes/Re-organization:
5+
6+
- Spaces Cover Maurey Operator Covering Bounds - Constant - from the Williamson-Smola-Scholkopf Estimate (1)
7+
- Spaces Cover Maurey Operator Covering Bounds - Supremum Dimension (2, 3)
8+
- Spaces Cover Maurey Operator Covering Bounds - Norm (4, 5)
9+
- Spaces Cover Maurey Operator Covering Bounds - Constant (6, 7)
10+
- Spaces Cover Maurey Operator Covering Bounds - Hilbert Supremum Identity Map (8, 9)
11+
- Spaces Cover Maurey Operator Covering Bounds - Williamson Smola Scholkopf Estimate (10, 11)
12+
- Spaces Cover Maurey Operator Covering Bounds - Constructor (12)
13+
- Spaces Cover Maurey Operator Covering Bounds - Dyadic Entropy Upper Bound (13, 14)
14+
- Spaces Cover Maurey Operator Covering Bounds - Entropy Number Upper Bound (15, 16, 17)
15+
- Spaces Cover Operator Class Covering Bounds (18, 19, 20)
16+
- Spaces Cover Operator Class Covering Bounds - Entropy Number Lower Bound (21)
17+
- Spaces Cover Operator Class Covering Bounds - Entropy Number Upper Bound (22)
18+
- Spaces Cover Operator Class Covering Bounds - Entropy Number Index (23)
19+
- Spaces Cover Operator Class Covering Bounds - Norm (24)
20+
- Spaces Cover Operator Class Covering Bounds - Entropy Number Asymptote (25)
21+
- Spaces Cover Scale Sensitive Covering Bounds (26, 27, 28)
22+
- Spaces Cover Scale Sensitive Covering Bounds - Sample Size (29, 30)
23+
- Spaces Cover Scale Sensitive Covering Bounds - R^1 Fat Shatter (31, 32)
24+
- Spaces Cover Scale Sensitive Covering Bounds - Constructor (33)
25+
- Spaces Cover Scale Sensitive Covering Bounds - Sample Size Lower Bound (34, 35, 36)
26+
- Spaces Cover Scale Sensitive Covering Bounds - Restricted Subset Cardinality #1 (37, 38, 39)
27+
- Spaces Cover Scale Sensitive Covering Bounds - Restricted Subset Cardinality #2 (40, 41)
28+
- Spaces Cover Scale Sensitive Covering Bounds - Upper Probability Bound Weight (42, 43)
29+
- Spaces Cover Scale Sensitive Covering Bounds - Log Lower Bound (44)
30+
- Spaces Cover Scale Sensitive Covering Bounds - Log Upper Bound (45)
31+
- Spaces Function Class Hilbert R^x To Supremum R^d Finite (46, 47)
32+
- Spaces Function Class Hilbert R^x To Supremum R^d Finite - Constructor (48)
33+
- Spaces Function Class Normed R^x To Finite (49, 50, 51)
34+
- Spaces Function Class Normed R^x To Finite - Maurey Constant (52, 53)
35+
- Spaces Function Class Normed R^x To Finite - Constructor (54)
36+
- Spaces Function Class Normed R^x To Finite - Input Metric Vector Space (55)
37+
- Spaces Function Class Normed R^x To Finite - Output Metric Vector Space (56)
38+
- Spaces Function Class Normed R^x To Finite - Operator Population Metric Norm (57)
39+
- Spaces Function Class Normed R^x To Finite - Operator Population Supremum Norm (58)
40+
- Spaces Function Class Normed R^x To Finite - Operator Sample Metric Norm (59)
41+
- Spaces Function Class Normed R^x To Finite - Operator Sample Supremum Norm (60)
42+
43+
44+
Samples:
45+
46+
IdeaDRIP:

ReleaseNotes/09_14_2023.txt

+39
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,39 @@
1+
2+
Features:
3+
4+
Bug Fixes/Re-organization:
5+
6+
- Spaces Function Class Normed R^x To Finite - Operator Sample Supremum Norm (1)
7+
- Spaces Function Class Normed R^x To Finite - Agnostic Covering Number Bounds (2)
8+
- Spaces Function Class Normed R^x To Finite - Scale Sensitive Covering Bounds #1 (3)
9+
- Spaces Function Class Normed R^x To Finite - Scale Sensitive Covering Bounds #2 (4, 5, 6)
10+
- Spaces Function Class Normed R^x To Finite - Scale Sensitive Covering Bounds #3 (7, 8, 9)
11+
- Spaces Function Class Normed R^x To Finite - Scale Sensitive Covering Bounds #4 (10, 11, 12)
12+
- Spaces Function Class Normed R^x To Finite - Output Dimension (13, 14)
13+
- Spaces Function Class Normed R^x To Finite - Population Metric Covering Bounds (15, 16)
14+
- Spaces Function Class Normed R^x To Finite - Population Supremum Covering Bounds (17, 18)
15+
- Spaces Function Class Normed R^x To Finite - Sample Metric Covering Bounds (19, 20)
16+
- Spaces Function Class Normed R^x To Finite - Sample Supremum Covering Bounds (21, 22)
17+
- Spaces Function Class Normed R^x To R^1 Finite (23, 24, 25)
18+
- Spaces Function Class Normed R^x To R^1 Finite - Array (26, 27)
19+
- Spaces Function Class Normed R^x To R^1 Finite - Constructor #1 (28, 29)
20+
- Spaces Function Class Normed R^x To R^1 Finite - Constructor #2 (30, 31)
21+
- Spaces Function Class Normed R^x To R^1 Finite - Agnostic Covering Number Bounds (32)
22+
- Spaces Function Class Normed R^x To R^1 Finite - Input Metric Vector Space (33)
23+
- Spaces Function Class Normed R^x To R^1 Finite - Output Metric Vector Space (34)
24+
- Spaces Function Class Normed R^x To R^1 Finite - Population Covering Number #1 (35, 36)
25+
- Spaces Function Class Normed R^x To R^1 Finite - Population Covering Number #2 (37, 38, 39)
26+
- Spaces Function Class Normed R^x To R^1 Finite - Population Covering Number #3 (40, 41)
27+
- Spaces Function Class Normed R^x To R^1 Finite - Population Supremum Covering Number #1 (42)
28+
- Spaces Function Class Normed R^x To R^1 Finite - Population Supremum Covering Number #2 (43, 44, 45)
29+
- Spaces Function Class Normed R^x To R^1 Finite - Population Supremum Covering Number #3 (46, 47, 48)
30+
- Spaces Function Class Normed R^x To R^1 Finite - Sample Covering Number #1 (49, 50, 51)
31+
- Spaces Function Class Normed R^x To R^1 Finite - Sample Covering Number #2 (52, 53, 54)
32+
- Spaces Function Class Normed R^x To R^1 Finite - Sample Covering Number #3 (55)
33+
- Spaces Function Class Normed R^x To R^1 Finite - Sample Supremum Covering Number #1 (56, 57)
34+
- Spaces Function Class Normed R^x To R^1 Finite - Sample Supremum Covering Number #2 (58, 59, 60)
35+
36+
37+
Samples:
38+
39+
IdeaDRIP:

ScheduleSheet.xlsx

7 Bytes
Binary file not shown.

src/main/java/org/drip/spaces/cover/MaureyOperatorCoveringBounds.java

+64-51
Original file line numberDiff line numberDiff line change
@@ -1,6 +1,8 @@
11

22
package org.drip.spaces.cover;
33

4+
import org.drip.numerical.common.NumberUtil;
5+
46
/*
57
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
68
*/
@@ -152,27 +154,30 @@ public class MaureyOperatorCoveringBounds
152154

153155
public static final double WILLIAMSON_SMOLA_SCHOLKOPF_CONSTANT = 103.;
154156

155-
private int _iSupremumDimension = -1;
156-
private double _dblOperatorNorm = java.lang.Double.NaN;
157-
private double _dblMaureyConstant = java.lang.Double.NaN;
157+
private int _supremumDimension = -1;
158+
private double _operatorNorm = Double.NaN;
159+
private double _maureyConstant = Double.NaN;
158160

159161
/**
160162
* Construct an Instance Hilbert To Supremum Identity Map based Maurey Operator Covering Bounds
161163
*
162-
* @param iSupremumDimension The Operator Supremum Output Space Dimension
163-
* @param dblOperatorNorm The Operator Norm of Interest
164+
* @param supremumDimension The Operator Supremum Output Space Dimension
165+
* @param operatorNorm The Operator Norm of Interest
164166
*
165167
* @return The Instance Hilbert To Supremum Identity Map based Maurey Operator Covering Bounds
166168
*/
167169

168170
public static final MaureyOperatorCoveringBounds HilbertSupremumIdentityMap (
169-
final int iSupremumDimension,
170-
final double dblOperatorNorm)
171+
final int supremumDimension,
172+
final double operatorNorm)
171173
{
172174
try {
173-
return new MaureyOperatorCoveringBounds (HILBERT_SUPREMUM_IDENTITY_CONSTANT,
174-
iSupremumDimension, dblOperatorNorm);
175-
} catch (java.lang.Exception e) {
175+
return new MaureyOperatorCoveringBounds (
176+
HILBERT_SUPREMUM_IDENTITY_CONSTANT,
177+
supremumDimension,
178+
operatorNorm
179+
);
180+
} catch (Exception e) {
176181
e.printStackTrace();
177182
}
178183

@@ -183,20 +188,23 @@ public static final MaureyOperatorCoveringBounds HilbertSupremumIdentityMap (
183188
* Construct an Instance of the Maurey Operator Covering Bounds based upon the Williamson, Smola, and
184189
* Scholkopf Estimate
185190
*
186-
* @param iSupremumDimension The Operator Supremum Output Space Dimension
187-
* @param dblOperatorNorm The Operator Norm of Interest
191+
* @param supremumDimension The Operator Supremum Output Space Dimension
192+
* @param operatorNorm The Operator Norm of Interest
188193
*
189194
* @return Maurey Operator Covering Bounds based upon the Williamson, Smola, and Scholkopf Estimate
190195
*/
191196

192197
public static final MaureyOperatorCoveringBounds WilliamsonSmolaScholkopfEstimate (
193-
final int iSupremumDimension,
194-
final double dblOperatorNorm)
198+
final int supremumDimension,
199+
final double operatorNorm)
195200
{
196201
try {
197-
return new MaureyOperatorCoveringBounds (WILLIAMSON_SMOLA_SCHOLKOPF_CONSTANT,
198-
iSupremumDimension, dblOperatorNorm);
199-
} catch (java.lang.Exception e) {
202+
return new MaureyOperatorCoveringBounds (
203+
WILLIAMSON_SMOLA_SCHOLKOPF_CONSTANT,
204+
supremumDimension,
205+
operatorNorm
206+
);
207+
} catch (Exception e) {
200208
e.printStackTrace();
201209
}
202210

@@ -206,23 +214,25 @@ public static final MaureyOperatorCoveringBounds WilliamsonSmolaScholkopfEstimat
206214
/**
207215
* <i>MaureyOperatorCoveringBounds</i> Constructor
208216
*
209-
* @param dblMaureyConstant The Maurey Constant
210-
* @param iSupremumDimension The Operator Supremum Output Space Dimension
211-
* @param dblOperatorNorm The Operator Norm of Interest
217+
* @param maureyConstant The Maurey Constant
218+
* @param supremumDimension The Operator Supremum Output Space Dimension
219+
* @param operatorNorm The Operator Norm of Interest
212220
*
213-
* @throws java.lang.Exception Thrown if the Inputs are Invalid
221+
* @throws Exception Thrown if the Inputs are Invalid
214222
*/
215223

216224
public MaureyOperatorCoveringBounds (
217-
final double dblMaureyConstant,
218-
final int iSupremumDimension,
219-
final double dblOperatorNorm)
220-
throws java.lang.Exception
225+
final double maureyConstant,
226+
final int supremumDimension,
227+
final double operatorNorm)
228+
throws Exception
221229
{
222-
if (!org.drip.numerical.common.NumberUtil.IsValid (_dblMaureyConstant = dblMaureyConstant) || 0 >=
223-
(_iSupremumDimension = iSupremumDimension) || !org.drip.numerical.common.NumberUtil.IsValid
224-
(_dblOperatorNorm = dblOperatorNorm))
225-
throw new java.lang.Exception ("MaureyOperatorCoveringBounds ctr => Invalid Inputs");
230+
if (!NumberUtil.IsValid (_maureyConstant = maureyConstant) ||
231+
0 >= (_supremumDimension = supremumDimension) ||
232+
!NumberUtil.IsValid (_operatorNorm = operatorNorm))
233+
{
234+
throw new Exception ("MaureyOperatorCoveringBounds ctr => Invalid Inputs");
235+
}
226236
}
227237

228238
/**
@@ -233,7 +243,7 @@ public MaureyOperatorCoveringBounds (
233243

234244
public double maureyConstant()
235245
{
236-
return _dblMaureyConstant;
246+
return _maureyConstant;
237247
}
238248

239249
/**
@@ -244,7 +254,7 @@ public double maureyConstant()
244254

245255
public int supremumDimension()
246256
{
247-
return _iSupremumDimension;
257+
return _supremumDimension;
248258
}
249259

250260
/**
@@ -255,52 +265,55 @@ public int supremumDimension()
255265

256266
public double operatorNorm()
257267
{
258-
return _dblOperatorNorm;
268+
return _operatorNorm;
259269
}
260270

261271
/**
262272
* Compute the Upper Bound for the Dyadic Entropy Number
263273
*
264-
* @param iEntropyNumberIndex The Entropy Number Index
274+
* @param entropyNumberIndex The Entropy Number Index
265275
*
266276
* @return The Upper Bound for the DyadicEntropy Number
267277
*
268-
* @throws java.lang.Exception Thrown if the Inputs are Invalid
278+
* @throws Exception Thrown if the Inputs are Invalid
269279
*/
270280

271281
public double dyadicEntropyUpperBound (
272-
final int iEntropyNumberIndex)
273-
throws java.lang.Exception
282+
final int entropyNumberIndex)
283+
throws Exception
274284
{
275-
if (0 >= iEntropyNumberIndex)
276-
throw new java.lang.Exception
277-
("MaureyOperatorCoveringBounds::dyadicEntropyUpperBound => Invalid Inputs");
285+
if (0 >= entropyNumberIndex) {
286+
throw new Exception ("MaureyOperatorCoveringBounds::dyadicEntropyUpperBound => Invalid Inputs");
287+
}
278288

279-
return _dblMaureyConstant * _dblOperatorNorm * java.lang.Math.sqrt ((java.lang.Math.log (1. +
280-
(((double) _iSupremumDimension) / ((double) iEntropyNumberIndex))) / iEntropyNumberIndex));
289+
return _maureyConstant * _operatorNorm * Math.sqrt (
290+
(Math.log (1. + (((double) _supremumDimension) / ((double) entropyNumberIndex))) /
291+
entropyNumberIndex)
292+
);
281293
}
282294

283295
/**
284296
* Compute the Upper Bound for the Entropy Number
285297
*
286-
* @param iEntropyNumberIndex The Entropy Number Index
298+
* @param entropyNumberIndex The Entropy Number Index
287299
*
288300
* @return The Upper Bound for the Entropy Number
289301
*
290-
* @throws java.lang.Exception Thrown if the Inputs are Invalid
302+
* @throws Exception Thrown if the Inputs are Invalid
291303
*/
292304

293305
public double entropyNumberUpperBound (
294-
final int iEntropyNumberIndex)
295-
throws java.lang.Exception
306+
final int entropyNumberIndex)
307+
throws Exception
296308
{
297-
if (0 >= iEntropyNumberIndex)
298-
throw new java.lang.Exception
299-
("MaureyOperatorCoveringBounds::entropyNumberUpperBound => Invalid Inputs");
309+
if (0 >= entropyNumberIndex) {
310+
throw new Exception ("MaureyOperatorCoveringBounds::entropyNumberUpperBound => Invalid Inputs");
311+
}
300312

301-
double dblLogNPlus1 = 1. + java.lang.Math.log (iEntropyNumberIndex);
313+
double logNPlus1 = 1. + Math.log (entropyNumberIndex);
302314

303-
return _dblMaureyConstant * _dblOperatorNorm * java.lang.Math.sqrt ((1. + (((double)
304-
_iSupremumDimension) / dblLogNPlus1)) / dblLogNPlus1);
315+
return _maureyConstant * _operatorNorm * Math.sqrt (
316+
(1. + (((double) _supremumDimension) / logNPlus1)) / logNPlus1
317+
);
305318
}
306319
}

0 commit comments

Comments
 (0)