PLearn 0.1
MovingAverage.h
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00001 // -*- C++ -*-
00002 
00003 // MovingAverage.h
00004 //
00005 // Copyright (C) 2003 Rejean Ducharme, Yoshua Bengio
00006 // Copyright (C) 2003 Pascal Vincent
00007 //
00008 // Redistribution and use in source and binary forms, with or without
00009 // modification, are permitted provided that the following conditions are met:
00010 //
00011 //  1. Redistributions of source code must retain the above copyright
00012 //     notice, this list of conditions and the following disclaimer.
00013 //
00014 //  2. Redistributions in binary form must reproduce the above copyright
00015 //     notice, this list of conditions and the following disclaimer in the
00016 //     documentation and/or other materials provided with the distribution.
00017 //
00018 //  3. The name of the authors may not be used to endorse or promote
00019 //     products derived from this software without specific prior written
00020 //     permission.
00021 //
00022 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
00023 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
00024 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
00025 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
00026 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
00027 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00028 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00029 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00030 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00031 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00032 //
00033 // This file is part of the PLearn library. For more information on the PLearn
00034 // library, go to the PLearn Web site at www.plearn.org
00035 
00036 
00037 
00038 #ifndef MOVING_AVERAGE
00039 #define MOVING_AVERAGE
00040 
00041 #include "SequentialLearner.h"
00042 
00043 namespace PLearn {
00044 using namespace std;
00045 
00048 
00049 class MovingAverage: public SequentialLearner
00050 {
00051 public:
00052 
00053     int window_length; // the length of the window on which to calculate the average
00054     Array<string> cost_funcs; // a list of cost functions (only MSE for now)
00055 
00056 private:
00058     void build_();
00059 
00060 protected:
00062     static void declareOptions(OptionList& ol);
00063 
00064 public:
00065 
00067     MovingAverage();
00068 
00070     virtual void build();
00071     
00072     virtual void train();
00073  
00074     virtual void test(VMat testset, PP<VecStatsCollector> test_stats,
00075                       VMat testoutputs=0, VMat testcosts=0) const;
00076 
00077     virtual void computeCostsFromOutputs(const Vec& inputs, const Vec& outputs,
00078                                          const Vec& targets, Vec& costs) const;
00079 
00080     virtual TVec<string> getTrainCostNames() const;
00081     virtual TVec<string> getTestCostNames() const;
00082 
00083     virtual void forget();
00084 
00087     typedef SequentialLearner inherited;
00088     PLEARN_DECLARE_OBJECT(MovingAverage);
00089     //virtual void makeDeepCopyFromShallowCopy(CopiesMap& copies);
00090 };
00091 
00093 DECLARE_OBJECT_PTR(MovingAverage);
00094 
00095 } // end of namespace PLearn
00096 
00097 #endif
00098 
00099 
00100 /*
00101   Local Variables:
00102   mode:c++
00103   c-basic-offset:4
00104   c-file-style:"stroustrup"
00105   c-file-offsets:((innamespace . 0)(inline-open . 0))
00106   indent-tabs-mode:nil
00107   fill-column:79
00108   End:
00109 */
00110 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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