compute risk / gradient of risk

1 files changed, 25 insertions, 0 deletions

diff --git a/training/risk.h b/training/risk.h
new file mode 100644
index 00000000..00ff60ec
--- /dev/null
+++ b/training/risk.h
@@ -0,0 +1,25 @@
+#ifndef _RISK_H_
+#define _RISK_H_
+
+#include <vector>
+#include "sparse_vector.h"
+class EvaluationMetric;
+
+namespace training {
+  class CandidateSet;
+
+  class CandidateSetRisk {
+    explicit CandidateSetRisk(const CandidateSet& cs, const EvaluationMetric& metric) :
+       cands_(cs),
+       metric_(metric) {}
+    // compute the risk (expected loss) of a CandidateSet
+    // (optional) the gradient of the risk with respect to params
+    double operator()(const std::vector<double>& params,
+                      SparseVector<double>* g = NULL) const;
+   private:
+    const CandidateSet& cands_;
+    const EvaluationMetric& metric_;
+  };
+};
+
+#endif