JMSLTM Numerical Library 3.0

com.imsl.datamining.neural
Interface QuasiNewtonTrainer.Error

All Superinterfaces:
Serializable
Enclosing interface:
QuasiNewtonTrainer

public static interface QuasiNewtonTrainer.Error
extends Serializable

Error function to be minimized by trainer. This trainer attempts to solve the problem

min_{w} sum_{i=0}^{n-1} e(y_i, hat{y}_i)


where w are the weights, n is the number of training patterns, y_i is a training target output and hat{y}_i is its forecast value.

This interface defines the function e(y, hat{y}) and its derivative with respect to its computed value, de/dhat{y}.


Method Summary
 double error(double computed, double expected)
          Returns the contribution to the error from a single training output target.
 double errorGradient(double computed, double expected)
          Returns the derivative of the error function with respect to the forecast output.
 

Method Detail

error

public double error(double computed,
                    double expected)
Returns the contribution to the error from a single training output target. This is the function e(y_i, hat{y}_i).

Parameters:
computed - A double representing the computed value.
expected - A double representing the expected value.
Returns:
A double representing the contribution to the error from a single training output target.

errorGradient

public double errorGradient(double computed,
                            double expected)
Returns the derivative of the error function with respect to the forecast output.

Parameters:
computed - A double representing the computed value.
expected - A double representing the expected value.
Returns:
A double representing the derivative of the error function with respect to the forecast output.

JMSLTM Numerical Library 3.0

Copyright 1970-2004 Visual Numerics, Inc.
Built November 5 2004.