Struct PACBayesBound 

pub struct PACBayesBound {
    pub delta: f64,
    pub n_samples: usize,
}

Fields

delta: f64

n_samples: usize

Implementations

impl PACBayesBound

pub fn new(delta: f64, n_samples: usize) -> Self

pub fn mcallester(&self, empirical_risk: f64, kl_divergence: f64) -> f64

McAllester 2003 bound: R(Q) <= R_emp(Q) + sqrt( (KL(Q||P) + ln(2sqrt(n)/delta)) / (2n) )

pub fn catoni( &self, empirical_risk: f64, kl_divergence: f64, lambda: f64, ) -> f64

Catoni 2007 bound (simplified, lambda-dependent): R(Q) <= (1 - e^{-lambda*R_emp(Q)n}) / lambda + KL(Q||P)/(lambdan)

pub fn kl_bernoulli(q: f64, p: f64) -> f64

KL divergence between two Bernoulli distributions (for {0,1} risks)

pub fn kl_gaussians(mu_q: f64, mu_p: f64, sigma: f64) -> f64

KL divergence between two Gaussians with equal variance sigma^2

Trait Implementations

impl Clone for PACBayesBound

fn clone(&self) -> PACBayesBound

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for PACBayesBound

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.