QuadraticUtilityCostFunction.h

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// -*- C++ -*-

// PLearn (A C++ Machine Learning Library)
// Copyright (C) 1998 Pascal Vincent
// Copyright (C) 1999-2002 Pascal Vincent, Yoshua Bengio, Rejean Ducharme and University of Montreal
// Copyright (C) 2001-2002 Nicolas Chapados, Ichiro Takeuchi, Jean-Sebastien Senecal
// Copyright (C) 2002 Xiangdong Wang, Christian Dorion

// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
// 
//  1. Redistributions of source code must retain the above copyright
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/* *******************************************************      
   * $Id: QuadraticUtilityCostFunction.h,v 1.4 2004/04/07 23:17:33 morinf Exp $
   * This file is part of the PLearn library.
   ******************************************************* */

#ifndef QuadraticUtilityCostFunction_INC
#define QuadraticUtilityCostFunction_INC

#include "Kernel.h"

namespace PLearn {
using namespace std;

class QuadraticUtilityCostFunction : public Kernel
{
  typedef Kernel inherited;
                
protected:
    real risk_aversion;
    ProfitFunc profit_function;
public:
    QuadraticUtilityCostFunction(){}
    QuadraticUtilityCostFunction(real the_risk_aversion, CostFunc the_profit)
      : risk_aversion(the_risk_aversion), profit_function(the_profit)
    {}

    PLEARN_DECLARE_OBJECT(QuadraticUtilityCostFunction);
    
    virtual string info() const
        { return "quadratic_risk"; }

    virtual real evaluate(const Vec& output, const Vec& target) const; 

protected:
    static void declareOptions(OptionList &ol);    
};

DECLARE_OBJECT_PTR(QuadraticUtilityCostFunction);

inline CostFunc quadratic_risk(real risk_aversion, CostFunc profit_function)
{
  return new QuadraticUtilityCostFunction(risk_aversion, profit_function);
}

} // end of namespace PLearn

#endif

---