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Example 31 with MeanVariance

use of de.lmu.ifi.dbs.elki.math.MeanVariance in project elki by elki-project.

the class NormalLevenbergMarquardtKDEEstimator method estimate.

@Override
public <A> NormalDistribution estimate(A data, NumberArrayAdapter<?, A> adapter) {
    // We first need the basic parameters:
    final int len = adapter.size(data);
    MeanVariance mv = new MeanVariance();
    // X positions of samples
    double[] x = new double[len];
    for (int i = 0; i < len; i++) {
        x[i] = adapter.getDouble(data, i);
        mv.put(x[i]);
    }
    // Sort our copy.
    Arrays.sort(x);
    double median = (x[len >> 1] + x[(len + 1) >> 1]) * .5;
    // Height = density, via KDE.
    KernelDensityEstimator de = new KernelDensityEstimator(x, GaussianKernelDensityFunction.KERNEL, 1e-6);
    double[] y = de.getDensity();
    // Weights:
    double[] s = new double[len];
    Arrays.fill(s, 1.0);
    // Initial parameter estimate:
    double[] params = { median, mv.getSampleStddev(), 1 };
    boolean[] dofit = { true, true, false };
    LevenbergMarquardtMethod fit = new LevenbergMarquardtMethod(GaussianFittingFunction.STATIC, params, dofit, x, y, s);
    fit.run();
    double[] ps = fit.getParams();
    return new NormalDistribution(ps[0], ps[1]);
}
Also used : MeanVariance(de.lmu.ifi.dbs.elki.math.MeanVariance) NormalDistribution(de.lmu.ifi.dbs.elki.math.statistics.distribution.NormalDistribution) LevenbergMarquardtMethod(de.lmu.ifi.dbs.elki.math.linearalgebra.fitting.LevenbergMarquardtMethod) KernelDensityEstimator(de.lmu.ifi.dbs.elki.math.statistics.KernelDensityEstimator)

Example 32 with MeanVariance

use of de.lmu.ifi.dbs.elki.math.MeanVariance in project elki by elki-project.

the class MetricalIndexApproximationMaterializeKNNPreprocessor method preprocess.

@Override
protected void preprocess() {
    final Logging log = getLogger();
    DistanceQuery<O> distanceQuery = relation.getDistanceQuery(distanceFunction);
    MetricalIndexTree<O, N, E> index = getMetricalIndex(relation);
    createStorage();
    MeanVariance pagesize = new MeanVariance();
    MeanVariance ksize = new MeanVariance();
    if (log.isVerbose()) {
        log.verbose("Approximating nearest neighbor lists to database objects");
    }
    List<E> leaves = index.getLeaves();
    FiniteProgress progress = getLogger().isVerbose() ? new FiniteProgress("Processing leaf nodes", leaves.size(), getLogger()) : null;
    for (E leaf : leaves) {
        N node = index.getNode(leaf);
        int size = node.getNumEntries();
        pagesize.put(size);
        if (log.isDebuggingFinest()) {
            log.debugFinest("NumEntires = " + size);
        }
        // Collect the ids in this node.
        ArrayModifiableDBIDs ids = DBIDUtil.newArray(size);
        for (int i = 0; i < size; i++) {
            ids.add(((LeafEntry) node.getEntry(i)).getDBID());
        }
        Object2DoubleOpenHashMap<DBIDPair> cache = new Object2DoubleOpenHashMap<>((size * size * 3) >> 2);
        cache.defaultReturnValue(Double.NaN);
        for (DBIDIter id = ids.iter(); id.valid(); id.advance()) {
            KNNHeap kNN = DBIDUtil.newHeap(k);
            for (DBIDIter id2 = ids.iter(); id2.valid(); id2.advance()) {
                DBIDPair key = DBIDUtil.newPair(id, id2);
                double d = cache.removeDouble(key);
                if (d == d) {
                    // Not NaN
                    // consume the previous result.
                    kNN.insert(d, id2);
                } else {
                    // compute new and store the previous result.
                    d = distanceQuery.distance(id, id2);
                    kNN.insert(d, id2);
                    // put it into the cache, but with the keys reversed
                    key = DBIDUtil.newPair(id2, id);
                    cache.put(key, d);
                }
            }
            ksize.put(kNN.size());
            storage.put(id, kNN.toKNNList());
        }
        if (log.isDebugging() && cache.size() > 0) {
            log.warning("Cache should be empty after each run, but still has " + cache.size() + " elements.");
        }
        log.incrementProcessed(progress);
    }
    log.ensureCompleted(progress);
    if (log.isVerbose()) {
        log.verbose("Average page size = " + pagesize.getMean() + " +- " + pagesize.getSampleStddev());
        log.verbose("On average, " + ksize.getMean() + " +- " + ksize.getSampleStddev() + " neighbors returned.");
    }
}
Also used : Logging(de.lmu.ifi.dbs.elki.logging.Logging) Object2DoubleOpenHashMap(it.unimi.dsi.fastutil.objects.Object2DoubleOpenHashMap) FiniteProgress(de.lmu.ifi.dbs.elki.logging.progress.FiniteProgress) KNNHeap(de.lmu.ifi.dbs.elki.database.ids.KNNHeap) DBIDIter(de.lmu.ifi.dbs.elki.database.ids.DBIDIter) MeanVariance(de.lmu.ifi.dbs.elki.math.MeanVariance) DBIDPair(de.lmu.ifi.dbs.elki.database.ids.DBIDPair) ArrayModifiableDBIDs(de.lmu.ifi.dbs.elki.database.ids.ArrayModifiableDBIDs)

Example 33 with MeanVariance

use of de.lmu.ifi.dbs.elki.math.MeanVariance in project elki by elki-project.

the class RangeQueryBenchmarkAlgorithm method run.

/**
 * Run the algorithm, with separate radius relation
 *
 * @param database Database
 * @param relation Relation
 * @param radrel Radius relation
 * @return Null result
 */
public Result run(Database database, Relation<O> relation, Relation<NumberVector> radrel) {
    if (queries != null) {
        throw new AbortException("This 'run' method will not use the given query set!");
    }
    // Get a distance and kNN query instance.
    DistanceQuery<O> distQuery = database.getDistanceQuery(relation, getDistanceFunction());
    RangeQuery<O> rangeQuery = database.getRangeQuery(distQuery);
    final DBIDs sample = DBIDUtil.randomSample(relation.getDBIDs(), sampling, random);
    FiniteProgress prog = LOG.isVeryVerbose() ? new FiniteProgress("kNN queries", sample.size(), LOG) : null;
    int hash = 0;
    MeanVariance mv = new MeanVariance();
    for (DBIDIter iditer = sample.iter(); iditer.valid(); iditer.advance()) {
        double r = radrel.get(iditer).doubleValue(0);
        DoubleDBIDList rres = rangeQuery.getRangeForDBID(iditer, r);
        int ichecksum = 0;
        for (DBIDIter it = rres.iter(); it.valid(); it.advance()) {
            ichecksum += DBIDUtil.asInteger(it);
        }
        hash = Util.mixHashCodes(hash, ichecksum);
        mv.put(rres.size());
        LOG.incrementProcessed(prog);
    }
    LOG.ensureCompleted(prog);
    if (LOG.isStatistics()) {
        LOG.statistics("Result hashcode: " + hash);
        LOG.statistics("Mean number of results: " + mv.getMean() + " +- " + mv.getNaiveStddev());
    }
    return null;
}
Also used : MeanVariance(de.lmu.ifi.dbs.elki.math.MeanVariance) DBIDs(de.lmu.ifi.dbs.elki.database.ids.DBIDs) FiniteProgress(de.lmu.ifi.dbs.elki.logging.progress.FiniteProgress) DoubleDBIDList(de.lmu.ifi.dbs.elki.database.ids.DoubleDBIDList) AbortException(de.lmu.ifi.dbs.elki.utilities.exceptions.AbortException) DBIDIter(de.lmu.ifi.dbs.elki.database.ids.DBIDIter)

Example 34 with MeanVariance

use of de.lmu.ifi.dbs.elki.math.MeanVariance in project elki by elki-project.

the class RangeQueryBenchmarkAlgorithm method run.

/**
 * Run the algorithm, with a separate query set.
 *
 * @param database Database
 * @param relation Relation
 * @return Null result
 */
public Result run(Database database, Relation<O> relation) {
    if (queries == null) {
        throw new AbortException("A query set is required for this 'run' method.");
    }
    // Get a distance and kNN query instance.
    DistanceQuery<O> distQuery = database.getDistanceQuery(relation, getDistanceFunction());
    RangeQuery<O> rangeQuery = database.getRangeQuery(distQuery);
    NumberVector.Factory<O> ofactory = RelationUtil.getNumberVectorFactory(relation);
    int dim = RelationUtil.dimensionality(relation);
    // Separate query set.
    TypeInformation res = VectorFieldTypeInformation.typeRequest(NumberVector.class, dim + 1, dim + 1);
    MultipleObjectsBundle bundle = queries.loadData();
    int col = -1;
    for (int i = 0; i < bundle.metaLength(); i++) {
        if (res.isAssignableFromType(bundle.meta(i))) {
            col = i;
            break;
        }
    }
    if (col < 0) {
        StringBuilder buf = new StringBuilder();
        buf.append("No compatible data type in query input was found. Expected: ");
        buf.append(res.toString());
        buf.append(" have: ");
        for (int i = 0; i < bundle.metaLength(); i++) {
            if (i > 0) {
                buf.append(' ');
            }
            buf.append(bundle.meta(i).toString());
        }
        throw new IncompatibleDataException(buf.toString());
    }
    // Random sampling is a bit of hack, sorry.
    // But currently, we don't (yet) have an "integer random sample" function.
    DBIDRange sids = DBIDUtil.generateStaticDBIDRange(bundle.dataLength());
    final DBIDs sample = DBIDUtil.randomSample(sids, sampling, random);
    FiniteProgress prog = LOG.isVeryVerbose() ? new FiniteProgress("kNN queries", sample.size(), LOG) : null;
    int hash = 0;
    MeanVariance mv = new MeanVariance();
    double[] buf = new double[dim];
    for (DBIDIter iditer = sample.iter(); iditer.valid(); iditer.advance()) {
        int off = sids.binarySearch(iditer);
        assert (off >= 0);
        NumberVector o = (NumberVector) bundle.data(off, col);
        for (int i = 0; i < dim; i++) {
            buf[i] = o.doubleValue(i);
        }
        O v = ofactory.newNumberVector(buf);
        double r = o.doubleValue(dim);
        DoubleDBIDList rres = rangeQuery.getRangeForObject(v, r);
        int ichecksum = 0;
        for (DBIDIter it = rres.iter(); it.valid(); it.advance()) {
            ichecksum += DBIDUtil.asInteger(it);
        }
        hash = Util.mixHashCodes(hash, ichecksum);
        mv.put(rres.size());
        LOG.incrementProcessed(prog);
    }
    LOG.ensureCompleted(prog);
    if (LOG.isStatistics()) {
        LOG.statistics("Result hashcode: " + hash);
        LOG.statistics("Mean number of results: " + mv.getMean() + " +- " + mv.getNaiveStddev());
    }
    return null;
}
Also used : DBIDs(de.lmu.ifi.dbs.elki.database.ids.DBIDs) FiniteProgress(de.lmu.ifi.dbs.elki.logging.progress.FiniteProgress) MultipleObjectsBundle(de.lmu.ifi.dbs.elki.datasource.bundle.MultipleObjectsBundle) VectorFieldTypeInformation(de.lmu.ifi.dbs.elki.data.type.VectorFieldTypeInformation) TypeInformation(de.lmu.ifi.dbs.elki.data.type.TypeInformation) DBIDIter(de.lmu.ifi.dbs.elki.database.ids.DBIDIter) MeanVariance(de.lmu.ifi.dbs.elki.math.MeanVariance) NumberVector(de.lmu.ifi.dbs.elki.data.NumberVector) IncompatibleDataException(de.lmu.ifi.dbs.elki.utilities.exceptions.IncompatibleDataException) DBIDRange(de.lmu.ifi.dbs.elki.database.ids.DBIDRange) DoubleDBIDList(de.lmu.ifi.dbs.elki.database.ids.DoubleDBIDList) AbortException(de.lmu.ifi.dbs.elki.utilities.exceptions.AbortException)

Example 35 with MeanVariance

use of de.lmu.ifi.dbs.elki.math.MeanVariance in project elki by elki-project.

the class ValidateApproximativeKNNIndex method run.

/**
 * Run the algorithm.
 *
 * @param database Database
 * @param relation Relation
 * @return Null result
 */
public Result run(Database database, Relation<O> relation) {
    // Get a distance and kNN query instance.
    DistanceQuery<O> distQuery = database.getDistanceQuery(relation, getDistanceFunction());
    // Approximate query:
    KNNQuery<O> knnQuery = database.getKNNQuery(distQuery, k, DatabaseQuery.HINT_OPTIMIZED_ONLY);
    if (knnQuery == null || knnQuery instanceof LinearScanQuery) {
        throw new AbortException("Expected an accelerated query, but got a linear scan -- index is not used.");
    }
    // Exact query:
    KNNQuery<O> truekNNQuery;
    if (forcelinear) {
        truekNNQuery = QueryUtil.getLinearScanKNNQuery(distQuery);
    } else {
        truekNNQuery = database.getKNNQuery(distQuery, k, DatabaseQuery.HINT_EXACT);
    }
    if (knnQuery.getClass().equals(truekNNQuery.getClass())) {
        LOG.warning("Query classes are the same. This experiment may be invalid!");
    }
    // No query set - use original database.
    if (queries == null || pattern != null) {
        // Relation to filter on
        Relation<String> lrel = (pattern != null) ? DatabaseUtil.guessLabelRepresentation(database) : null;
        final DBIDs sample = DBIDUtil.randomSample(relation.getDBIDs(), sampling, random);
        FiniteProgress prog = LOG.isVeryVerbose() ? new FiniteProgress("kNN queries", sample.size(), LOG) : null;
        MeanVariance mv = new MeanVariance(), mvrec = new MeanVariance();
        MeanVariance mvdist = new MeanVariance(), mvdaerr = new MeanVariance(), mvdrerr = new MeanVariance();
        int misses = 0;
        for (DBIDIter iditer = sample.iter(); iditer.valid(); iditer.advance()) {
            if (pattern == null || pattern.matcher(lrel.get(iditer)).find()) {
                // Query index:
                KNNList knns = knnQuery.getKNNForDBID(iditer, k);
                // Query reference:
                KNNList trueknns = truekNNQuery.getKNNForDBID(iditer, k);
                // Put adjusted knn size:
                mv.put(knns.size() * k / (double) trueknns.size());
                // Put recall:
                mvrec.put(DBIDUtil.intersectionSize(knns, trueknns) / (double) trueknns.size());
                if (knns.size() >= k) {
                    double kdist = knns.getKNNDistance();
                    final double tdist = trueknns.getKNNDistance();
                    if (tdist > 0.0) {
                        mvdist.put(kdist);
                        mvdaerr.put(kdist - tdist);
                        mvdrerr.put(kdist / tdist);
                    }
                } else {
                    // Less than k objects.
                    misses++;
                }
            }
            LOG.incrementProcessed(prog);
        }
        LOG.ensureCompleted(prog);
        if (LOG.isStatistics()) {
            LOG.statistics("Mean number of results: " + mv.getMean() + " +- " + mv.getNaiveStddev());
            LOG.statistics("Recall of true results: " + mvrec.getMean() + " +- " + mvrec.getNaiveStddev());
            if (mvdist.getCount() > 0) {
                LOG.statistics("Mean k-distance: " + mvdist.getMean() + " +- " + mvdist.getNaiveStddev());
                LOG.statistics("Mean absolute k-error: " + mvdaerr.getMean() + " +- " + mvdaerr.getNaiveStddev());
                LOG.statistics("Mean relative k-error: " + mvdrerr.getMean() + " +- " + mvdrerr.getNaiveStddev());
            }
            if (misses > 0) {
                LOG.statistics(String.format("Number of queries that returned less than k=%d objects: %d (%.2f%%)", k, misses, misses * 100. / mv.getCount()));
            }
        }
    } else {
        // Separate query set.
        TypeInformation res = getDistanceFunction().getInputTypeRestriction();
        MultipleObjectsBundle bundle = queries.loadData();
        int col = -1;
        for (int i = 0; i < bundle.metaLength(); i++) {
            if (res.isAssignableFromType(bundle.meta(i))) {
                col = i;
                break;
            }
        }
        if (col < 0) {
            throw new AbortException("No compatible data type in query input was found. Expected: " + res.toString());
        }
        // Random sampling is a bit of hack, sorry.
        // But currently, we don't (yet) have an "integer random sample" function.
        DBIDRange sids = DBIDUtil.generateStaticDBIDRange(bundle.dataLength());
        final DBIDs sample = DBIDUtil.randomSample(sids, sampling, random);
        FiniteProgress prog = LOG.isVeryVerbose() ? new FiniteProgress("kNN queries", sample.size(), LOG) : null;
        MeanVariance mv = new MeanVariance(), mvrec = new MeanVariance();
        MeanVariance mvdist = new MeanVariance(), mvdaerr = new MeanVariance(), mvdrerr = new MeanVariance();
        int misses = 0;
        for (DBIDIter iditer = sample.iter(); iditer.valid(); iditer.advance()) {
            int off = sids.binarySearch(iditer);
            assert (off >= 0);
            @SuppressWarnings("unchecked") O o = (O) bundle.data(off, col);
            // Query index:
            KNNList knns = knnQuery.getKNNForObject(o, k);
            // Query reference:
            KNNList trueknns = truekNNQuery.getKNNForObject(o, k);
            // Put adjusted knn size:
            mv.put(knns.size() * k / (double) trueknns.size());
            // Put recall:
            mvrec.put(DBIDUtil.intersectionSize(knns, trueknns) / (double) trueknns.size());
            if (knns.size() >= k) {
                double kdist = knns.getKNNDistance();
                final double tdist = trueknns.getKNNDistance();
                if (tdist > 0.0) {
                    mvdist.put(kdist);
                    mvdaerr.put(kdist - tdist);
                    mvdrerr.put(kdist / tdist);
                }
            } else {
                // Less than k objects.
                misses++;
            }
            LOG.incrementProcessed(prog);
        }
        LOG.ensureCompleted(prog);
        if (LOG.isStatistics()) {
            LOG.statistics("Mean number of results: " + mv.getMean() + " +- " + mv.getNaiveStddev());
            LOG.statistics("Recall of true results: " + mvrec.getMean() + " +- " + mvrec.getNaiveStddev());
            if (mvdist.getCount() > 0) {
                LOG.statistics("Mean absolute k-error: " + mvdaerr.getMean() + " +- " + mvdaerr.getNaiveStddev());
                LOG.statistics("Mean relative k-error: " + mvdrerr.getMean() + " +- " + mvdrerr.getNaiveStddev());
            }
            if (misses > 0) {
                LOG.statistics(String.format("Number of queries that returned less than k=%d objects: %d (%.2f%%)", k, misses, misses * 100. / mv.getCount()));
            }
        }
    }
    return null;
}
Also used : DBIDs(de.lmu.ifi.dbs.elki.database.ids.DBIDs) FiniteProgress(de.lmu.ifi.dbs.elki.logging.progress.FiniteProgress) MultipleObjectsBundle(de.lmu.ifi.dbs.elki.datasource.bundle.MultipleObjectsBundle) TypeInformation(de.lmu.ifi.dbs.elki.data.type.TypeInformation) DBIDIter(de.lmu.ifi.dbs.elki.database.ids.DBIDIter) MeanVariance(de.lmu.ifi.dbs.elki.math.MeanVariance) KNNList(de.lmu.ifi.dbs.elki.database.ids.KNNList) DBIDRange(de.lmu.ifi.dbs.elki.database.ids.DBIDRange) LinearScanQuery(de.lmu.ifi.dbs.elki.database.query.LinearScanQuery) AbortException(de.lmu.ifi.dbs.elki.utilities.exceptions.AbortException)

Aggregations

MeanVariance (de.lmu.ifi.dbs.elki.math.MeanVariance)61 DBIDIter (de.lmu.ifi.dbs.elki.database.ids.DBIDIter)32 DoubleRelation (de.lmu.ifi.dbs.elki.database.relation.DoubleRelation)17 FiniteProgress (de.lmu.ifi.dbs.elki.logging.progress.FiniteProgress)17 DoubleMinMax (de.lmu.ifi.dbs.elki.math.DoubleMinMax)15 DBIDs (de.lmu.ifi.dbs.elki.database.ids.DBIDs)13 WritableDoubleDataStore (de.lmu.ifi.dbs.elki.database.datastore.WritableDoubleDataStore)9 KNNList (de.lmu.ifi.dbs.elki.database.ids.KNNList)9 MaterializedDoubleRelation (de.lmu.ifi.dbs.elki.database.relation.MaterializedDoubleRelation)9 OutlierResult (de.lmu.ifi.dbs.elki.result.outlier.OutlierResult)9 OutlierScoreMeta (de.lmu.ifi.dbs.elki.result.outlier.OutlierScoreMeta)9 MultipleObjectsBundle (de.lmu.ifi.dbs.elki.datasource.bundle.MultipleObjectsBundle)8 DoubleStatistic (de.lmu.ifi.dbs.elki.logging.statistics.DoubleStatistic)8 DoubleVector (de.lmu.ifi.dbs.elki.data.DoubleVector)7 Mean (de.lmu.ifi.dbs.elki.math.Mean)7 NumberVector (de.lmu.ifi.dbs.elki.data.NumberVector)6 DoubleDBIDListIter (de.lmu.ifi.dbs.elki.database.ids.DoubleDBIDListIter)6 ArrayDBIDs (de.lmu.ifi.dbs.elki.database.ids.ArrayDBIDs)5 DBIDArrayIter (de.lmu.ifi.dbs.elki.database.ids.DBIDArrayIter)5 AbstractDataSourceTest (de.lmu.ifi.dbs.elki.datasource.AbstractDataSourceTest)5