PLearn 0.1
QuadraticUtilityCostFunction.h
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00001 // -*- C++ -*-
00002 
00003 // PLearn (A C++ Machine Learning Library)
00004 // Copyright (C) 1998 Pascal Vincent
00005 // Copyright (C) 1999-2002 Pascal Vincent, Yoshua Bengio, Rejean Ducharme and University of Montreal
00006 // Copyright (C) 2001-2002 Nicolas Chapados, Ichiro Takeuchi, Jean-Sebastien Senecal
00007 // Copyright (C) 2002 Xiangdong Wang, Christian Dorion
00008 
00009 // Redistribution and use in source and binary forms, with or without
00010 // modification, are permitted provided that the following conditions are met:
00011 // 
00012 //  1. Redistributions of source code must retain the above copyright
00013 //     notice, this list of conditions and the following disclaimer.
00014 // 
00015 //  2. Redistributions in binary form must reproduce the above copyright
00016 //     notice, this list of conditions and the following disclaimer in the
00017 //     documentation and/or other materials provided with the distribution.
00018 // 
00019 //  3. The name of the authors may not be used to endorse or promote
00020 //     products derived from this software without specific prior written
00021 //     permission.
00022 // 
00023 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
00024 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
00025 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
00026 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
00027 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
00028 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00029 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00030 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00031 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00032 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00033 // 
00034 // This file is part of the PLearn library. For more information on the PLearn
00035 // library, go to the PLearn Web site at www.plearn.org
00036 
00037 
00038 /* *******************************************************      
00039  * $Id: QuadraticUtilityCostFunction.h 3994 2005-08-25 13:35:03Z chapados $
00040  * This file is part of the PLearn library.
00041  ******************************************************* */
00042 
00043 #ifndef QuadraticUtilityCostFunction_INC
00044 #define QuadraticUtilityCostFunction_INC
00045 
00046 #include "Kernel.h"
00047 
00048 namespace PLearn {
00049 using namespace std;
00050 
00055 class QuadraticUtilityCostFunction : public Kernel
00056 {
00057     typedef Kernel inherited;
00058                 
00059 protected:
00060     real risk_aversion;
00061     ProfitFunc profit_function;
00062 public:
00063     QuadraticUtilityCostFunction(){}
00064     QuadraticUtilityCostFunction(real the_risk_aversion, CostFunc the_profit)
00065         : risk_aversion(the_risk_aversion), profit_function(the_profit)
00066     {}
00067 
00068     PLEARN_DECLARE_OBJECT(QuadraticUtilityCostFunction);
00069     
00070     virtual string info() const
00071     { return "quadratic_risk"; }
00072 
00073     virtual real evaluate(const Vec& output, const Vec& target) const; 
00074 
00075 protected:
00080     static void declareOptions(OptionList &ol);    
00081 };
00082 
00083 DECLARE_OBJECT_PTR(QuadraticUtilityCostFunction);
00084 
00085 inline CostFunc quadratic_risk(real risk_aversion, CostFunc profit_function)
00086 {
00087     return new QuadraticUtilityCostFunction(risk_aversion, profit_function);
00088 }
00089 
00090 } // end of namespace PLearn
00091 
00092 #endif
00093 
00094 
00095 /*
00096   Local Variables:
00097   mode:c++
00098   c-basic-offset:4
00099   c-file-style:"stroustrup"
00100   c-file-offsets:((innamespace . 0)(inline-open . 0))
00101   indent-tabs-mode:nil
00102   fill-column:79
00103   End:
00104 */
00105 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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