/*************************************************************************/ /* stat.cpp */ /*************************************************************************/ /* This file is part of: */ /* PMLPP Machine Learning Library */ /* https://github.com/Relintai/pmlpp */ /*************************************************************************/ /* Copyright (c) 2023-present Péter Magyar. */ /* Copyright (c) 2022-2023 Marc Melikyan */ /* */ /* Permission is hereby granted, free of charge, to any person obtaining */ /* a copy of this software and associated documentation files (the */ /* "Software"), to deal in the Software without restriction, including */ /* without limitation the rights to use, copy, modify, merge, publish, */ /* distribute, sublicense, and/or sell copies of the Software, and to */ /* permit persons to whom the Software is furnished to do so, subject to */ /* the following conditions: */ /* */ /* The above copyright notice and this permission notice shall be */ /* included in all copies or substantial portions of the Software. */ /* */ /* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, */ /* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF */ /* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.*/ /* IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY */ /* CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, */ /* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE */ /* SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */ /*************************************************************************/ #include "stat.h" #include "../activation/activation.h" #include "../data/data.h" #include "../lin_alg/lin_alg.h" #ifdef USING_SFW #include "sfw.h" #else #include "core/containers/hash_map.h" #endif #include #include #include #include real_t MLPPStat::b0_estimation(const Ref &x, const Ref &y) { ERR_FAIL_COND_V(!x.is_valid() || !y.is_valid(), 0); return meanv(y) - b1_estimation(x, y) * meanv(x); } real_t MLPPStat::b1_estimation(const Ref &x, const Ref &y) { ERR_FAIL_COND_V(!x.is_valid() || !y.is_valid(), 0); return covariancev(x, y) / variancev(x); } real_t MLPPStat::median(const Ref &p_x) { ERR_FAIL_COND_V(!p_x.is_valid(), 0); Ref x = p_x->duplicate_fast(); int center = x->size() / 2; x->sort(); if (x->size() % 2 == 0) { return (x->element_get(center - 1) + x->element_get(center)) / 2.0; } else { return x->element_get(center - 1); } } Ref MLPPStat::mode(const Ref &p_x) { ERR_FAIL_COND_V(!p_x.is_valid(), 0); MLPPData data; Ref x_set = data.vec_to_setnv(p_x); const real_t *x_set_ptr = x_set->ptr(); int x_set_size = x_set->size(); int x_size = p_x->size(); const MLPPVector &x = *(p_x.ptr()); HashMap element_num; for (int i = 0; i < x_set_size; ++i) { element_num[x[i]] = 0; } for (int i = 0; i < x_size; ++i) { element_num[x[i]]++; } Ref rmodes; rmodes.instance(); MLPPVector &modes = *(rmodes.ptr()); real_t max_num = element_num[x_set_ptr[0]]; for (int i = 0; i < x_set_size; ++i) { if (element_num[x_set_ptr[i]] > max_num) { max_num = element_num[x_set_ptr[i]]; modes.clear(); modes.push_back(x_set_ptr[i]); } else if (element_num[x_set_ptr[i]] == max_num) { modes.push_back(x_set_ptr[i]); } } return rmodes; } real_t MLPPStat::range(const Ref &x) { ERR_FAIL_COND_V(!x.is_valid(), 0); MLPPLinAlg alg; return alg.maxvr(x) - alg.minvr(x); } real_t MLPPStat::midrange(const Ref &x) { ERR_FAIL_COND_V(!x.is_valid(), 0); return range(x) / 2; } real_t MLPPStat::abs_avg_deviation(const Ref &p_x) { ERR_FAIL_COND_V(!p_x.is_valid(), 0); real_t x_mean = meanv(p_x); int x_size = p_x->size(); const real_t *x_ptr = p_x->ptr(); real_t sum = 0; for (int i = 0; i < x_size; ++i) { real_t s = x_ptr[i] - x_mean; sum += ABS(s); } return sum / x_size; } real_t MLPPStat::correlation(const Ref &x, const Ref &y) { ERR_FAIL_COND_V(!x.is_valid() || !y.is_valid(), 0); return covariancev(x, y) / (standard_deviationv(x) * standard_deviationv(y)); } real_t MLPPStat::r2(const Ref &x, const Ref &y) { ERR_FAIL_COND_V(!x.is_valid() || !y.is_valid(), 0); return correlation(x, y) * correlation(x, y); } real_t MLPPStat::chebyshev_ineq(const real_t k) { // X may or may not belong to a Gaussian Distribution return 1 - 1 / (k * k); } real_t MLPPStat::meanv(const Ref &x) { ERR_FAIL_COND_V(!x.is_valid(), 0); int x_size = x->size(); const real_t *x_ptr = x->ptr(); real_t sum = 0; for (int i = 0; i < x_size; ++i) { sum += x_ptr[i]; } return sum / x_size; } real_t MLPPStat::standard_deviationv(const Ref &x) { ERR_FAIL_COND_V(!x.is_valid(), 0); return Math::sqrt(variancev(x)); } real_t MLPPStat::variancev(const Ref &x) { ERR_FAIL_COND_V(!x.is_valid(), 0); real_t x_mean = meanv(x); int x_size = x->size(); const real_t *x_ptr = x->ptr(); real_t sum = 0; for (int i = 0; i < x_size; ++i) { real_t xi = x_ptr[i]; sum += (xi - x_mean) * (xi - x_mean); } return sum / (x_size - 1); } real_t MLPPStat::covariancev(const Ref &x, const Ref &y) { ERR_FAIL_COND_V(!x.is_valid() || !y.is_valid(), 0); ERR_FAIL_COND_V(x->size() != y->size(), 0); real_t x_mean = meanv(x); real_t y_mean = meanv(y); int x_size = x->size(); const real_t *x_ptr = x->ptr(); const real_t *y_ptr = y->ptr(); real_t sum = 0; for (int i = 0; i < x_size; ++i) { sum += (x_ptr[i] - x_mean) * (y_ptr[i] - y_mean); } return sum / (x_size - 1); } real_t MLPPStat::weighted_mean(const Ref &x, const Ref &weights) { ERR_FAIL_COND_V(!x.is_valid() || !weights.is_valid(), 0); ERR_FAIL_COND_V(x->size() != weights->size(), 0); int x_size = x->size(); const real_t *x_ptr = x->ptr(); const real_t *weights_ptr = weights->ptr(); real_t sum = 0; real_t weights_sum = 0; for (int i = 0; i < x_size; ++i) { sum += x_ptr[i] * weights_ptr[i]; weights_sum += weights_ptr[i]; } return sum / weights_sum; } real_t MLPPStat::geometric_mean(const Ref &x) { ERR_FAIL_COND_V(!x.is_valid(), 0); int x_size = x->size(); const real_t *x_ptr = x->ptr(); real_t product = 1; for (int i = 0; i < x_size; ++i) { product *= x_ptr[i]; } return Math::pow(product, (real_t)(1.0 / x_size)); } real_t MLPPStat::harmonic_mean(const Ref &x) { ERR_FAIL_COND_V(!x.is_valid(), 0); int x_size = x->size(); const real_t *x_ptr = x->ptr(); real_t sum = 0; for (int i = 0; i < x_size; ++i) { sum += 1 / x_ptr[i]; } return x_size / sum; } real_t MLPPStat::rms(const Ref &x) { ERR_FAIL_COND_V(!x.is_valid(), 0); int x_size = x->size(); const real_t *x_ptr = x->ptr(); real_t sum = 0; for (int i = 0; i < x_size; ++i) { real_t x_i = x_ptr[i]; sum += x_i * x_i; } return Math::sqrt(sum / x_size); } real_t MLPPStat::power_mean(const Ref &x, const real_t p) { ERR_FAIL_COND_V(!x.is_valid(), 0); int x_size = x->size(); const real_t *x_ptr = x->ptr(); real_t sum = 0; for (int i = 0; i < x_size; ++i) { sum += Math::pow(x_ptr[i], p); } return Math::pow(sum / x_size, 1 / p); } real_t MLPPStat::lehmer_mean(const Ref &x, const real_t p) { ERR_FAIL_COND_V(!x.is_valid(), 0); int x_size = x->size(); const real_t *x_ptr = x->ptr(); real_t num = 0; real_t den = 0; for (int i = 0; i < x_size; ++i) { num += Math::pow(x_ptr[i], p); den += Math::pow(x_ptr[i], p - 1); } return num / den; } real_t MLPPStat::weighted_lehmer_mean(const Ref &x, const Ref &weights, const real_t p) { ERR_FAIL_COND_V(!x.is_valid() || !weights.is_valid(), 0); ERR_FAIL_COND_V(x->size() != weights->size(), 0); int x_size = x->size(); const real_t *x_ptr = x->ptr(); const real_t *weights_ptr = weights->ptr(); real_t num = 0; real_t den = 0; for (int i = 0; i < x_size; ++i) { num += weights_ptr[i] * Math::pow(x_ptr[i], p); den += weights_ptr[i] * Math::pow(x_ptr[i], p - 1); } return num / den; } real_t MLPPStat::heronian_mean(const real_t A, const real_t B) { return (A + sqrt(A * B) + B) / 3; } real_t MLPPStat::contra_harmonic_mean(const Ref &x) { ERR_FAIL_COND_V(!x.is_valid(), 0); return lehmer_mean(x, 2); } real_t MLPPStat::heinz_mean(const real_t A, const real_t B, const real_t x) { return (Math::pow(A, x) * Math::pow(B, 1 - x) + Math::pow(A, 1 - x) * Math::pow(B, x)) / 2; } real_t MLPPStat::neuman_sandor_mean(const real_t a, const real_t b) { MLPPActivation avn; return (a - b) / 2 * avn.arsinh_normr((a - b) / (a + b)); } real_t MLPPStat::stolarsky_mean(const real_t x, const real_t y, const real_t p) { if (x == y) { return x; } return Math::pow((Math::pow(x, p) - Math::pow(y, p)) / (p * (x - y)), 1 / (p - 1)); } real_t MLPPStat::identric_mean(const real_t x, const real_t y) { if (x == y) { return x; } return (1 / M_E) * Math::pow(Math::pow(x, x) / Math::pow(y, y), 1 / (x - y)); } real_t MLPPStat::log_mean(const real_t x, const real_t y) { if (x == y) { return x; } return (y - x) / (log(y) - Math::log(x)); } void MLPPStat::_bind_methods() { ClassDB::bind_method(D_METHOD("b0_estimation", "x", "y"), &MLPPStat::b0_estimation); ClassDB::bind_method(D_METHOD("b1_estimation", "x", "y"), &MLPPStat::b1_estimation); ClassDB::bind_method(D_METHOD("median", "x"), &MLPPStat::median); ClassDB::bind_method(D_METHOD("mode", "x"), &MLPPStat::mode); ClassDB::bind_method(D_METHOD("range", "x"), &MLPPStat::range); ClassDB::bind_method(D_METHOD("midrange", "x"), &MLPPStat::midrange); ClassDB::bind_method(D_METHOD("abs_avg_deviation", "x"), &MLPPStat::abs_avg_deviation); ClassDB::bind_method(D_METHOD("correlation", "x", "y"), &MLPPStat::correlation); ClassDB::bind_method(D_METHOD("r2", "x", "y"), &MLPPStat::r2); ClassDB::bind_method(D_METHOD("chebyshev_ineq", "k"), &MLPPStat::chebyshev_ineq); ClassDB::bind_method(D_METHOD("meanv", "x"), &MLPPStat::meanv); ClassDB::bind_method(D_METHOD("standard_deviationv", "x"), &MLPPStat::standard_deviationv); ClassDB::bind_method(D_METHOD("variancev", "x"), &MLPPStat::variancev); ClassDB::bind_method(D_METHOD("covariancev", "x", "y"), &MLPPStat::covariancev); ClassDB::bind_method(D_METHOD("weighted_mean", "x", "weights"), &MLPPStat::weighted_mean); ClassDB::bind_method(D_METHOD("geometric_mean", "x"), &MLPPStat::geometric_mean); ClassDB::bind_method(D_METHOD("harmonic_mean", "x"), &MLPPStat::harmonic_mean); ClassDB::bind_method(D_METHOD("rms", "x"), &MLPPStat::rms); ClassDB::bind_method(D_METHOD("power_mean", "x", "p"), &MLPPStat::power_mean); ClassDB::bind_method(D_METHOD("lehmer_mean", "x", "p"), &MLPPStat::lehmer_mean); ClassDB::bind_method(D_METHOD("weighted_lehmer_mean", "x", "weights", "p"), &MLPPStat::weighted_lehmer_mean); ClassDB::bind_method(D_METHOD("contra_harmonic_mean", "x"), &MLPPStat::contra_harmonic_mean); ClassDB::bind_method(D_METHOD("heronian_mean", "A", "B"), &MLPPStat::heronian_mean); ClassDB::bind_method(D_METHOD("heinz_mean", "A", "B", "x"), &MLPPStat::heinz_mean); ClassDB::bind_method(D_METHOD("neuman_sandor_mean", "a", "b"), &MLPPStat::neuman_sandor_mean); ClassDB::bind_method(D_METHOD("stolarsky_mean", "x", "y", "p"), &MLPPStat::stolarsky_mean); ClassDB::bind_method(D_METHOD("identric_mean", "x", "y"), &MLPPStat::identric_mean); ClassDB::bind_method(D_METHOD("log_mean", "x", "y"), &MLPPStat::log_mean); }