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Posted to commits@commons.apache.org by tn...@apache.org on 2013/08/31 17:32:49 UTC
svn commit: r1519185 - in /commons/proper/math/trunk/src: changes/changes.xml
main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java
test/java/org/apache/commons/math3/ml/distance/EarthMoversDistanceTest.java
Author: tn
Date: Sat Aug 31 15:32:49 2013
New Revision: 1519185
URL: http://svn.apache.org/r1519185
Log:
[MATH-1028] Added new distance metric EarthMoversDistance, thanks to Thorsten Schaefer.
Added:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java (with props)
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/ml/distance/EarthMoversDistanceTest.java (with props)
Modified:
commons/proper/math/trunk/src/changes/changes.xml
Modified: commons/proper/math/trunk/src/changes/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1519185&r1=1519184&r2=1519185&view=diff
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--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Sat Aug 31 15:32:49 2013
@@ -51,6 +51,9 @@ If the output is not quite correct, chec
</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>
Added: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java?rev=1519185&view=auto
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java (added)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java Sat Aug 31 15:32:49 2013
@@ -0,0 +1,45 @@
+/*
+ * 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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Added: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/ml/distance/EarthMoversDistanceTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/ml/distance/EarthMoversDistanceTest.java?rev=1519185&view=auto
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/ml/distance/EarthMoversDistanceTest.java (added)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/ml/distance/EarthMoversDistanceTest.java Sat Aug 31 15:32:49 2013
@@ -0,0 +1,50 @@
+/*
+ * 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);
+ }
+}
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