PLearn 0.1
Public Member Functions | Static Public Member Functions | Static Public Attributes | Static Protected Member Functions | Protected Attributes | Private Types
PLearn::QuadraticUtilityCostFunction Class Reference

#include <QuadraticUtilityCostFunction.h>

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List of all members.

Public Member Functions

 QuadraticUtilityCostFunction ()
 QuadraticUtilityCostFunction (real the_risk_aversion, CostFunc the_profit)
virtual string classname () const
virtual OptionListgetOptionList () const
virtual OptionMapgetOptionMap () const
virtual RemoteMethodMapgetRemoteMethodMap () 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 PPathdeclaringFile ()

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

Detailed Description

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.


Member Typedef Documentation

Reimplemented from PLearn::Kernel.

Definition at line 57 of file QuadraticUtilityCostFunction.h.


Constructor & Destructor Documentation

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)
    {}

Member Function Documentation

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.

bool PLearn::QuadraticUtilityCostFunction::_isa_ ( const Object o) [static]

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.

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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())

Returns:
Information about the object

Reimplemented from PLearn::Object.

Definition at line 70 of file QuadraticUtilityCostFunction.h.

    { return "quadratic_risk"; }

Member Data Documentation

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().


The documentation for this class was generated from the following files:
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