PLearn 0.1
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#include <QuadraticUtilityCostFunction.h>
Public Member Functions | |
QuadraticUtilityCostFunction () | |
QuadraticUtilityCostFunction (real the_risk_aversion, CostFunc the_profit) | |
virtual string | classname () const |
virtual OptionList & | getOptionList () const |
virtual OptionMap & | getOptionMap () const |
virtual RemoteMethodMap & | getRemoteMethodMap () const |
virtual QuadraticUtilityCostFunction * | deepCopy (CopiesMap &copies) const |
virtual string | info () const |
Returns a bit more informative string about object (default returns classname()) | |
virtual real | evaluate (const Vec &output, const Vec &target) const |
** Subclasses must override this method ** | |
Static Public Member Functions | |
static string | _classname_ () |
static OptionList & | _getOptionList_ () |
static RemoteMethodMap & | _getRemoteMethodMap_ () |
static Object * | _new_instance_for_typemap_ () |
static bool | _isa_ (const Object *o) |
static void | _static_initialize_ () |
static const PPath & | declaringFile () |
Static Public Attributes | |
static StaticInitializer | _static_initializer_ |
Static Protected Member Functions | |
static void | declareOptions (OptionList &ol) |
Protected Attributes | |
real | risk_aversion |
ProfitFunc | profit_function |
Private Types | |
typedef Kernel | inherited |
cost function that takes (output,target) as arguments, transforms them into a profit using a given profit_function, and returns the negative of quadratic utility = - profit + risk_aversion * profit * profit;
Definition at line 55 of file QuadraticUtilityCostFunction.h.
typedef Kernel PLearn::QuadraticUtilityCostFunction::inherited [private] |
Reimplemented from PLearn::Kernel.
Definition at line 57 of file QuadraticUtilityCostFunction.h.
PLearn::QuadraticUtilityCostFunction::QuadraticUtilityCostFunction | ( | ) | [inline] |
Definition at line 63 of file QuadraticUtilityCostFunction.h.
{}
PLearn::QuadraticUtilityCostFunction::QuadraticUtilityCostFunction | ( | real | the_risk_aversion, |
CostFunc | the_profit | ||
) | [inline] |
Definition at line 64 of file QuadraticUtilityCostFunction.h.
: risk_aversion(the_risk_aversion), profit_function(the_profit) {}
string PLearn::QuadraticUtilityCostFunction::_classname_ | ( | ) | [static] |
Reimplemented from PLearn::Kernel.
Definition at line 48 of file QuadraticUtilityCostFunction.cc.
OptionList & PLearn::QuadraticUtilityCostFunction::_getOptionList_ | ( | ) | [static] |
Reimplemented from PLearn::Kernel.
Definition at line 48 of file QuadraticUtilityCostFunction.cc.
RemoteMethodMap & PLearn::QuadraticUtilityCostFunction::_getRemoteMethodMap_ | ( | ) | [static] |
Reimplemented from PLearn::Kernel.
Definition at line 48 of file QuadraticUtilityCostFunction.cc.
Reimplemented from PLearn::Kernel.
Definition at line 48 of file QuadraticUtilityCostFunction.cc.
Object * PLearn::QuadraticUtilityCostFunction::_new_instance_for_typemap_ | ( | ) | [static] |
Reimplemented from PLearn::Object.
Definition at line 48 of file QuadraticUtilityCostFunction.cc.
StaticInitializer QuadraticUtilityCostFunction::_static_initializer_ & PLearn::QuadraticUtilityCostFunction::_static_initialize_ | ( | ) | [static] |
Reimplemented from PLearn::Kernel.
Definition at line 48 of file QuadraticUtilityCostFunction.cc.
string PLearn::QuadraticUtilityCostFunction::classname | ( | ) | const [virtual] |
Reimplemented from PLearn::Object.
Definition at line 48 of file QuadraticUtilityCostFunction.cc.
void PLearn::QuadraticUtilityCostFunction::declareOptions | ( | OptionList & | ol | ) | [static, protected] |
Recognized option: "risk_aversion". ALSO: options of the form "profit_function.XXX" are passed to the profit_function kernel as "XXX".
Reimplemented from PLearn::Kernel.
Definition at line 56 of file QuadraticUtilityCostFunction.cc.
References PLearn::OptionBase::buildoption, PLearn::declareOption(), profit_function, and risk_aversion.
{ declareOption(ol, "risk_aversion", &QuadraticUtilityCostFunction::risk_aversion, OptionBase::buildoption, "TODO: Some comments"); declareOption(ol, "profit_function", &QuadraticUtilityCostFunction::profit_function, OptionBase::buildoption, ""); inherited::declareOptions(ol); }
static const PPath& PLearn::QuadraticUtilityCostFunction::declaringFile | ( | ) | [inline, static] |
Reimplemented from PLearn::Kernel.
Definition at line 68 of file QuadraticUtilityCostFunction.h.
{ return "quadratic_risk"; }
QuadraticUtilityCostFunction * PLearn::QuadraticUtilityCostFunction::deepCopy | ( | CopiesMap & | copies | ) | const [virtual] |
Reimplemented from PLearn::Kernel.
Definition at line 48 of file QuadraticUtilityCostFunction.cc.
real PLearn::QuadraticUtilityCostFunction::evaluate | ( | const Vec & | x1, |
const Vec & | x2 | ||
) | const [virtual] |
** Subclasses must override this method **
returns K(x1,x2)
Implements PLearn::Kernel.
Definition at line 50 of file QuadraticUtilityCostFunction.cc.
{ real profit = profit_function(output,target); return -profit + risk_aversion*profit*profit; }
OptionList & PLearn::QuadraticUtilityCostFunction::getOptionList | ( | ) | const [virtual] |
Reimplemented from PLearn::Object.
Definition at line 48 of file QuadraticUtilityCostFunction.cc.
OptionMap & PLearn::QuadraticUtilityCostFunction::getOptionMap | ( | ) | const [virtual] |
Reimplemented from PLearn::Object.
Definition at line 48 of file QuadraticUtilityCostFunction.cc.
RemoteMethodMap & PLearn::QuadraticUtilityCostFunction::getRemoteMethodMap | ( | ) | const [virtual] |
Reimplemented from PLearn::Object.
Definition at line 48 of file QuadraticUtilityCostFunction.cc.
virtual string PLearn::QuadraticUtilityCostFunction::info | ( | ) | const [inline, virtual] |
Returns a bit more informative string about object (default returns classname())
Reimplemented from PLearn::Object.
Definition at line 70 of file QuadraticUtilityCostFunction.h.
{ return "quadratic_risk"; }
Reimplemented from PLearn::Kernel.
Definition at line 68 of file QuadraticUtilityCostFunction.h.
Definition at line 61 of file QuadraticUtilityCostFunction.h.
Referenced by declareOptions().
Definition at line 60 of file QuadraticUtilityCostFunction.h.
Referenced by declareOptions().