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[MATH-1028] Added new distance metric EarthMoversDistance, thanks to Thorsten Schaefer. 

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1519185 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Thomas Neidhart 2013-08-31 15:32:49 +00:00
parent e7211873ee
commit 46c14e7411
3 changed files with 98 additions and 0 deletions
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3
src/changes/changes.xml
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@ -51,6 +51,9 @@ If the output is not quite correct, check for invisible trailing spaces!
</properties>
<body>
<release version="x.y" date="TBD" description="TBD">
<action dev="tn" type="add" issue="MATH-1028" due-to="Thorsten Schäfer">
Improve performance of "DiagonalMatrix#preMultiply(RealVector)".
</action>
<action dev="tn" type="fix" issue="MATH-999" due-to="Ajo Fod">
Improve performance of "DiagonalMatrix#preMultiply(RealVector)".
</action>

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src/main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java Normal file
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/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math3.ml.distance;
import org.apache.commons.math3.util.FastMath;
/**
* Calculates the Earh Mover's distance (also known as Wasserstein metric) between two distributions.
*
* @see <a href="http://en.wikipedia.org/wiki/Earth_mover's_distance">Earth Mover's distance (Wikipedia)</a>
*
* @version $Id$
* @since 3.3
*/
public class EarthMoversDistance implements DistanceMeasure {
/** Serializable version identifier. */
private static final long serialVersionUID = -5406732779747414922L;
/** {@inheritDoc} */
public double compute(double[] a, double[] b) {
double lastDistance = 0;
double totalDistance = 0;
for (int i = 0; i < a.length; i++) {
final double currentDistance = (a[i] + lastDistance) - b[i];
totalDistance += FastMath.abs(currentDistance);
lastDistance = currentDistance;
}
return totalDistance;
}
}

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src/test/java/org/apache/commons/math3/ml/distance/EarthMoversDistanceTest.java Normal file
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/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math3.ml.distance;
import org.junit.Assert;
import org.apache.commons.math3.ml.distance.DistanceMeasure;
import org.junit.Test;
/**
* Tests for {@link EarthMoversDistance} class.
*/
public class EarthMoversDistanceTest {
final DistanceMeasure distance = new EarthMoversDistance();
final double[] a = { 0.1, 0.3, 0.2, 0.0, 0.25, 0.15 };
final double[] b = { 0.3, 0.0, 0.4, 0.1, 0.0, 0.2 };
@Test
public void testZero() {
Assert.assertEquals(0, distance.compute(a, a), 0d);
}
@Test
public void testZero2() {
final double[] zero = new double[] { 0, 0 };
Assert.assertEquals(0, distance.compute(zero, zero), 0d);
}
@Test
public void test() {
double expected = 0.65; //0.2 + 0.1 + 0.1 + 0.2 + 0.05 + 0.0;
Assert.assertEquals(expected, distance.compute(a, b), 1e-10);
Assert.assertEquals(expected, distance.compute(b, a), 1e-10);
}
}