PLearn::QuadraticUtilityCostFunction Class Reference

#include <QuadraticUtilityCostFunction.h>

Inheritance diagram for PLearn::QuadraticUtilityCostFunction:

[legend]Collaboration diagram for PLearn::QuadraticUtilityCostFunction:

[legend]List of all members.

Public Member Functions
	QuadraticUtilityCostFunction ()
	QuadraticUtilityCostFunction (real the_risk_aversion, CostFunc the_profit)
	PLEARN_DECLARE_OBJECT (QuadraticUtilityCostFunction)
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
	returns K(x1,x2)
Static Protected Member Functions
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

typedef Kernel PLearn::QuadraticUtilityCostFunction::inherited [private]

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. References PLearn::CostFunc, profit_function, and risk_aversion.

---

Member Function Documentation

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::declareOption(), and PLearn::OptionList.

real PLearn::QuadraticUtilityCostFunction::evaluate (  const Vec &  output, const Vec &  target )  const [virtual]

returns K(x1,x2) Implements PLearn::Kernel. Definition at line 50 of file QuadraticUtilityCostFunction.cc. References profit_function, risk_aversion, and PLearn::Vec.

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.

PLearn::QuadraticUtilityCostFunction::PLEARN_DECLARE_OBJECT (  QuadraticUtilityCostFunction   )

---

Member Data Documentation

ProfitFunc PLearn::QuadraticUtilityCostFunction::profit_function [protected]

Definition at line 61 of file QuadraticUtilityCostFunction.h. Referenced by evaluate(), and QuadraticUtilityCostFunction().

real PLearn::QuadraticUtilityCostFunction::risk_aversion [protected]

Definition at line 60 of file QuadraticUtilityCostFunction.h. Referenced by evaluate(), and QuadraticUtilityCostFunction().

---

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

• QuadraticUtilityCostFunction.h
• QuadraticUtilityCostFunction.cc

---