GeDi combined loss (Kamath Eq 6.29)

lam L_g + (1 - lam) L_d, a convex combination, so lam is confined to [0, 1].

Usage

morie_kamath_ch6_gedi_combined_loss(L_g, L_d, lam)

Arguments

L_g, L_d

Component losses.

lam

Mixing weight in [0, 1].

Value

List with estimate, contributions.

Examples

morie_kamath_ch6_gedi_combined_loss(2, 4, 0.25)
#> $estimate
#> [1] 3.5
#> 
#> $contributions
#> [1] 0.5 3.0
#> 
#> $L_g
#> [1] 2
#> 
#> $L_d
#> [1] 4
#> 
#> $lam
#> [1] 0.25
#> 
#> $n
#> [1] 2
#> 
#> $method
#> [1] "GeDi combined loss (Kamath Eq 6.29)"
#>