forked from kscience/kmath
Histograms refactor
This commit is contained in:
parent
987997cc02
commit
ce18e85a0a
@ -1,8 +1,8 @@
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package scietifik.kmath.histogram
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package scietifik.kmath.histogram
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import kscience.kmath.histogram.RealHistogramSpace
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import kscience.kmath.histogram.RealHistogramSpace
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import kscience.kmath.histogram.fill
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import kscience.kmath.histogram.put
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import kscience.kmath.histogram.put
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import kscience.kmath.operations.invoke
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import kscience.kmath.real.RealVector
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import kscience.kmath.real.RealVector
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import kscience.kmath.real.invoke
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import kscience.kmath.real.invoke
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import kotlin.random.Random
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import kotlin.random.Random
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@ -37,12 +37,44 @@ internal class MultivariateHistogramTest {
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val n = 10000
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val n = 10000
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val histogram = hSpace.produce {
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val histogram = hSpace.produce {
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fill {
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repeat(n) {
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repeat(n) {
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yield(RealVector(nextDouble(), nextDouble(), nextDouble()))
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put(nextDouble(), nextDouble(), nextDouble())
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}
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}
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}
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}
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}
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assertEquals(n, histogram.bins.sumBy { it.value.toInt() })
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assertEquals(n, histogram.bins.sumBy { it.value.toInt() })
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}
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}
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@Test
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fun testHistogramAlgebra() {
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val hSpace = RealHistogramSpace.fromRanges(
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(-1.0..1.0),
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(-1.0..1.0),
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(-1.0..1.0)
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).invoke {
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val random = Random(1234)
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fun nextDouble() = random.nextDouble(-1.0, 1.0)
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val n = 10000
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val histogram1 = produce {
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repeat(n) {
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put(nextDouble(), nextDouble(), nextDouble())
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}
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}
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val histogram2 = produce {
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repeat(n) {
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put(nextDouble(), nextDouble(), nextDouble())
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}
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}
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val res = histogram1 - histogram2
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assertTrue {
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strides.indices().all { index ->
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res.values[index] <= histogram1.values[index]
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}
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}
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assertTrue {
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res.bins.count() >= histogram1.bins.count()
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}
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assertEquals(0.0, res.bins.sumByDouble { it.value.toDouble() })
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}
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}
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}
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}
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@ -1,33 +0,0 @@
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package kscience.kmath.histogram
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/**
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* Univariate histogram with log(n) bin search speed
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*/
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//private abstract class AbstractUnivariateHistogram<B: UnivariateBin>{
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//
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// public abstract val bins: TreeMap<Double, B>
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//
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// public open operator fun get(value: Double): B? {
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// // check ceiling entry and return it if it is what needed
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// val ceil = bins.ceilingEntry(value)?.value
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// if (ceil != null && value in ceil) return ceil
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// //check floor entry
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// val floor = bins.floorEntry(value)?.value
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// if (floor != null && value in floor) return floor
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// //neither is valid, not found
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// return null
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// }
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// public override operator fun get(point: Buffer<out Double>): B? = get(point[0])
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//
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// public override val dimension: Int get() = 1
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//
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// public override operator fun iterator(): Iterator<B> = bins.values.iterator()
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//
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// public companion object {
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// }
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//}
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@ -0,0 +1,156 @@
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package kscience.kmath.histogram
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import kscience.kmath.domains.UnivariateDomain
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import kscience.kmath.misc.UnstableKMathAPI
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import kscience.kmath.operations.Space
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import kscience.kmath.structures.Buffer
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import java.util.*
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import kotlin.math.abs
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import kotlin.math.sqrt
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internal fun <B: ClosedFloatingPointRange<Double>> TreeMap<Double, B>.getBin(value: Double): B? {
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// check ceiling entry and return it if it is what needed
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val ceil = ceilingEntry(value)?.value
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if (ceil != null && value in ceil) return ceil
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//check floor entry
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val floor = floorEntry(value)?.value
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if (floor != null && value in floor) return floor
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//neither is valid, not found
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return null
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}
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@UnstableKMathAPI
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public class TreeHistogram(
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override val context: TreeHistogramSpace,
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private val binMap: TreeMap<Double, out UnivariateBin>,
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) : UnivariateHistogram {
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override fun get(value: Double): UnivariateBin? = binMap.getBin(value)
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override val dimension: Int get() = 1
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override val bins: Collection<UnivariateBin> get() = binMap.values
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}
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private class UnivariateBinValue(
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override val domain: UnivariateDomain,
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override val value: Double,
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override val standardDeviation: Double,
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) : UnivariateBin, ClosedFloatingPointRange<Double> by domain.range
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@UnstableKMathAPI
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public class TreeHistogramSpace(
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public val binFactory: (Double) -> UnivariateDomain,
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) : Space<UnivariateHistogram> {
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private class BinCounter(val domain: UnivariateDomain, val counter: Counter<Double> = Counter.real()) :
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ClosedFloatingPointRange<Double> by domain.range
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public fun produce(builder: UnivariateHistogramBuilder.() -> Unit): UnivariateHistogram {
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val bins: TreeMap<Double, BinCounter> = TreeMap()
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val hBuilder = object : UnivariateHistogramBuilder {
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fun get(value: Double): BinCounter? = bins.getBin(value)
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fun createBin(value: Double): BinCounter {
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val binDefinition = binFactory(value)
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val newBin = BinCounter(binDefinition)
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synchronized(this) { bins[binDefinition.center] = newBin }
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return newBin
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}
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/**
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* Thread safe put operation
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*/
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override fun putValue(at: Double, value: Double) {
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(get(at) ?: createBin(at)).apply {
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counter.add(value)
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}
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}
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override fun putValue(point: Buffer<Double>, value: Number) {
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put(point[0], value.toDouble())
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}
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}
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hBuilder.apply(builder)
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val resBins = TreeMap<Double, UnivariateBin>()
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bins.forEach { key, binCounter ->
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val count = binCounter.counter.value
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resBins[key] = UnivariateBinValue(binCounter.domain, count, sqrt(count))
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}
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return TreeHistogram(this, resBins)
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}
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override fun add(
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a: UnivariateHistogram,
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b: UnivariateHistogram,
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): UnivariateHistogram {
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require(a.context == this) { "Histogram $a does not belong to this context" }
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require(b.context == this) { "Histogram $b does not belong to this context" }
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val bins = TreeMap<Double, UnivariateBin>().apply {
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(a.bins.map { it.domain } union b.bins.map { it.domain }).forEach { def ->
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val newBin = UnivariateBinValue(
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def,
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value = (a[def.center]?.value ?: 0.0) + (b[def.center]?.value ?: 0.0),
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standardDeviation = (a[def.center]?.standardDeviation
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?: 0.0) + (b[def.center]?.standardDeviation ?: 0.0)
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)
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}
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}
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return TreeHistogram(this, bins)
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}
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override fun multiply(a: UnivariateHistogram, k: Number): UnivariateHistogram {
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val bins = TreeMap<Double, UnivariateBin>().apply {
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a.bins.forEach { bin ->
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put(bin.domain.center,
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UnivariateBinValue(
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bin.domain,
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value = bin.value * k.toDouble(),
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standardDeviation = abs(bin.standardDeviation * k.toDouble())
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)
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)
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}
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}
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return TreeHistogram(this, bins)
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}
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override val zero: UnivariateHistogram = produce { }
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public companion object {
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/**
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* Build and fill a [UnivariateHistogram]. Returns a read-only histogram.
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*/
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public fun uniform(
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binSize: Double,
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start: Double = 0.0,
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): TreeHistogramSpace = TreeHistogramSpace { value ->
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val center = start + binSize * Math.floor((value - start) / binSize + 0.5)
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UnivariateDomain((center - binSize / 2)..(center + binSize / 2))
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}
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/**
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* Create a histogram with custom cell borders
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*/
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public fun custom(borders: DoubleArray): TreeHistogramSpace {
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val sorted = borders.sortedArray()
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return TreeHistogramSpace { value ->
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when {
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value < sorted.first() -> UnivariateDomain(
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Double.NEGATIVE_INFINITY..sorted.first()
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)
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value > sorted.last() -> UnivariateDomain(
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sorted.last()..Double.POSITIVE_INFINITY
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)
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else -> {
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val index = sorted.indices.first { value > sorted[it] }
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val left = sorted[index]
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val right = sorted[index + 1]
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UnivariateDomain(left..right)
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}
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}
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}
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}
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}
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}
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@ -1,24 +1,17 @@
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package kscience.kmath.histogram
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package kscience.kmath.histogram
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import kscience.kmath.linear.Point
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import kscience.kmath.domains.UnivariateDomain
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import kscience.kmath.misc.UnstableKMathAPI
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import kscience.kmath.misc.UnstableKMathAPI
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import kscience.kmath.operations.Space
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import kscience.kmath.operations.SpaceElement
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import kscience.kmath.operations.SpaceElement
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import kscience.kmath.structures.Buffer
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import kscience.kmath.structures.Buffer
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import kscience.kmath.structures.asBuffer
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import kscience.kmath.structures.asSequence
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import kscience.kmath.structures.asSequence
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public data class UnivariateHistogramBinDefinition(
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val position: Double,
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val size: Double,
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) : Comparable<UnivariateHistogramBinDefinition> {
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override fun compareTo(other: UnivariateHistogramBinDefinition): Int = this.position.compareTo(other.position)
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}
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public interface UnivariateBin : Bin<Double> {
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public val UnivariateDomain.center: Double get() = (range.endInclusive - range.start) / 2
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public val def: UnivariateHistogramBinDefinition
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public val position: Double get() = def.position
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public interface UnivariateBin : Bin<Double>, ClosedFloatingPointRange<Double> {
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public val size: Double get() = def.size
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public val domain: UnivariateDomain
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/**
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/**
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* The value of histogram including weighting
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* The value of histogram including weighting
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@ -30,19 +23,15 @@ public interface UnivariateBin : Bin<Double> {
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*/
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*/
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public val standardDeviation: Double
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public val standardDeviation: Double
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public val center: Point<Double> get() = doubleArrayOf(position).asBuffer()
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public override val dimension: Int get() = 1
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public override val dimension: Int get() = 1
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public override fun contains(point: Buffer<Double>): Boolean = contains(point[0])
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public override fun contains(point: Buffer<Double>): Boolean = point.size == 1 && contains(point[0])
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}
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}
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public operator fun UnivariateBin.contains(value: Double): Boolean =
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@UnstableKMathAPI
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value in (position - size / 2)..(position + size / 2)
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@OptIn(UnstableKMathAPI::class)
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public interface UnivariateHistogram : Histogram<Double, UnivariateBin>,
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public interface UnivariateHistogram : Histogram<Double, UnivariateBin>,
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SpaceElement<UnivariateHistogram, UnivariateHistogramSpace> {
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SpaceElement<UnivariateHistogram, Space<UnivariateHistogram>> {
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public operator fun get(value: Double): UnivariateBin?
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public operator fun get(value: Double): UnivariateBin?
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public override operator fun get(point: Buffer<Double>): UnivariateBin? = get(point[0])
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public override operator fun get(point: Buffer<Double>): UnivariateBin? = get(point[0])
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@ -54,7 +43,7 @@ public interface UnivariateHistogram : Histogram<Double, UnivariateBin>,
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binSize: Double,
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binSize: Double,
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start: Double = 0.0,
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start: Double = 0.0,
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builder: UnivariateHistogramBuilder.() -> Unit,
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builder: UnivariateHistogramBuilder.() -> Unit,
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): UnivariateHistogram = UnivariateHistogramSpace.uniform(binSize, start).produce(builder)
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): UnivariateHistogram = TreeHistogramSpace.uniform(binSize, start).produce(builder)
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/**
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/**
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* Build and fill a histogram with custom borders. Returns a read-only histogram.
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* Build and fill a histogram with custom borders. Returns a read-only histogram.
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@ -62,33 +51,26 @@ public interface UnivariateHistogram : Histogram<Double, UnivariateBin>,
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public fun custom(
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public fun custom(
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borders: DoubleArray,
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borders: DoubleArray,
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builder: UnivariateHistogramBuilder.() -> Unit,
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builder: UnivariateHistogramBuilder.() -> Unit,
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): UnivariateHistogram = UnivariateHistogramSpace.custom(borders).produce(builder)
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): UnivariateHistogram = TreeHistogramSpace.custom(borders).produce(builder)
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}
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}
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}
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}
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@UnstableKMathAPI
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public interface UnivariateHistogramBuilder : HistogramBuilder<Double> {
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public interface UnivariateHistogramBuilder : HistogramBuilder<Double> {
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/**
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/**
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* Thread safe put operation
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* Thread safe put operation
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*/
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*/
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public fun put(value: Double, weight: Double = 1.0)
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public fun putValue(at: Double, value: Double = 1.0)
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override fun putValue(point: Buffer<Double>, value: Number)
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override fun putValue(point: Buffer<Double>, value: Number)
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/**
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* Put several items into a single bin
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*/
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public fun putMany(value: Double, count: Int, weight: Double = count.toDouble())
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public fun build(): UnivariateHistogram
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}
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}
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@UnstableKMathAPI
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@UnstableKMathAPI
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public fun UnivariateHistogramBuilder.fill(items: Iterable<Double>): Unit = items.forEach(::put)
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public fun UnivariateHistogramBuilder.fill(items: Iterable<Double>): Unit = items.forEach(this::putValue)
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@UnstableKMathAPI
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@UnstableKMathAPI
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public fun UnivariateHistogramBuilder.fill(array: DoubleArray): Unit = array.forEach(::put)
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public fun UnivariateHistogramBuilder.fill(array: DoubleArray): Unit = array.forEach(this::putValue)
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@UnstableKMathAPI
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@UnstableKMathAPI
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public fun UnivariateHistogramBuilder.fill(buffer: Buffer<Double>): Unit = buffer.asSequence().forEach(::put)
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public fun UnivariateHistogramBuilder.fill(buffer: Buffer<Double>): Unit = buffer.asSequence().forEach(this::putValue)
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@ -1,185 +0,0 @@
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package kscience.kmath.histogram
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import kscience.kmath.operations.Space
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import kscience.kmath.structures.Buffer
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import java.util.*
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import kotlin.math.abs
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import kotlin.math.sqrt
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private fun <B : UnivariateBin> TreeMap<Double, B>.getBin(value: Double): B? {
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// check ceiling entry and return it if it is what needed
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val ceil = ceilingEntry(value)?.value
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if (ceil != null && value in ceil) return ceil
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//check floor entry
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val floor = floorEntry(value)?.value
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if (floor != null && value in floor) return floor
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//neither is valid, not found
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return null
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}
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private class UnivariateHistogramImpl(
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override val context: UnivariateHistogramSpace,
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val binMap: TreeMap<Double, out UnivariateBin>,
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) : UnivariateHistogram {
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override fun get(value: Double): UnivariateBin? = binMap.getBin(value)
|
|
||||||
override val dimension: Int get() = 1
|
|
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override val bins: Collection<UnivariateBin> get() = binMap.values
|
|
||||||
}
|
|
||||||
|
|
||||||
private class UnivariateBinCounter(
|
|
||||||
override val def: UnivariateHistogramBinDefinition,
|
|
||||||
) : UnivariateBin {
|
|
||||||
val counter: LongCounter = LongCounter()
|
|
||||||
val valueCounter: ObjectCounter<Double> = Counter.real()
|
|
||||||
|
|
||||||
/**
|
|
||||||
* The precise number of events ignoring weighting
|
|
||||||
*/
|
|
||||||
val count: Long get() = counter.value
|
|
||||||
|
|
||||||
override val standardDeviation: Double get() = sqrt(count.toDouble()) / count * value
|
|
||||||
|
|
||||||
/**
|
|
||||||
* The value of histogram including weighting
|
|
||||||
*/
|
|
||||||
override val value: Double get() = valueCounter.value
|
|
||||||
|
|
||||||
public fun increment(count: Long, value: Double) {
|
|
||||||
counter.add(count)
|
|
||||||
valueCounter.add(value)
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
private class UnivariateBinValue(
|
|
||||||
override val def: UnivariateHistogramBinDefinition,
|
|
||||||
override val value: Double,
|
|
||||||
override val standardDeviation: Double,
|
|
||||||
) : UnivariateBin
|
|
||||||
|
|
||||||
|
|
||||||
public class UnivariateHistogramSpace(
|
|
||||||
public val binFactory: (Double) -> UnivariateHistogramBinDefinition,
|
|
||||||
) : Space<UnivariateHistogram> {
|
|
||||||
|
|
||||||
private inner class UnivariateHistogramBuilderImpl : UnivariateHistogramBuilder {
|
|
||||||
|
|
||||||
val bins: TreeMap<Double, UnivariateBinCounter> = TreeMap()
|
|
||||||
fun get(value: Double): UnivariateBinCounter? = bins.getBin(value)
|
|
||||||
|
|
||||||
private fun createBin(value: Double): UnivariateBinCounter {
|
|
||||||
val binDefinition = binFactory(value)
|
|
||||||
val newBin = UnivariateBinCounter(binDefinition)
|
|
||||||
synchronized(this) { bins[binDefinition.position] = newBin }
|
|
||||||
return newBin
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
|
||||||
* Thread safe put operation
|
|
||||||
*/
|
|
||||||
override fun put(value: Double, weight: Double) {
|
|
||||||
(get(value) ?: createBin(value)).apply {
|
|
||||||
increment(1, weight)
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
override fun putValue(point: Buffer<Double>, value: Number) {
|
|
||||||
put(point[0], value.toDouble())
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
|
||||||
* Put several items into a single bin
|
|
||||||
*/
|
|
||||||
override fun putMany(value: Double, count: Int, weight: Double) {
|
|
||||||
(get(value) ?: createBin(value)).apply {
|
|
||||||
increment(count.toLong(), weight)
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
override fun build(): UnivariateHistogram = UnivariateHistogramImpl(this@UnivariateHistogramSpace, bins)
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|
||||||
public fun builder(): UnivariateHistogramBuilder = UnivariateHistogramBuilderImpl()
|
|
||||||
|
|
||||||
public fun produce(builder: UnivariateHistogramBuilder.() -> Unit): UnivariateHistogram =
|
|
||||||
UnivariateHistogramBuilderImpl().apply(builder).build()
|
|
||||||
|
|
||||||
override fun add(
|
|
||||||
a: UnivariateHistogram,
|
|
||||||
b: UnivariateHistogram,
|
|
||||||
): UnivariateHistogram {
|
|
||||||
require(a.context == this) { "Histogram $a does not belong to this context" }
|
|
||||||
require(b.context == this) { "Histogram $b does not belong to this context" }
|
|
||||||
val bins = TreeMap<Double, UnivariateBin>().apply {
|
|
||||||
(a.bins.map { it.def } union b.bins.map { it.def }).forEach { def ->
|
|
||||||
val newBin = UnivariateBinValue(
|
|
||||||
def,
|
|
||||||
value = (a[def.position]?.value ?: 0.0) + (b[def.position]?.value ?: 0.0),
|
|
||||||
standardDeviation = (a[def.position]?.standardDeviation
|
|
||||||
?: 0.0) + (b[def.position]?.standardDeviation ?: 0.0)
|
|
||||||
)
|
|
||||||
}
|
|
||||||
}
|
|
||||||
return UnivariateHistogramImpl(this, bins)
|
|
||||||
}
|
|
||||||
|
|
||||||
override fun multiply(a: UnivariateHistogram, k: Number): UnivariateHistogram {
|
|
||||||
val bins = TreeMap<Double, UnivariateBin>().apply {
|
|
||||||
a.bins.forEach { bin ->
|
|
||||||
put(bin.position,
|
|
||||||
UnivariateBinValue(
|
|
||||||
bin.def,
|
|
||||||
value = bin.value * k.toDouble(),
|
|
||||||
standardDeviation = abs(bin.standardDeviation * k.toDouble())
|
|
||||||
)
|
|
||||||
)
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
return UnivariateHistogramImpl(this, bins)
|
|
||||||
}
|
|
||||||
|
|
||||||
override val zero: UnivariateHistogram = produce { }
|
|
||||||
|
|
||||||
public companion object {
|
|
||||||
/**
|
|
||||||
* Build and fill a [UnivariateHistogram]. Returns a read-only histogram.
|
|
||||||
*/
|
|
||||||
public fun uniform(
|
|
||||||
binSize: Double,
|
|
||||||
start: Double = 0.0
|
|
||||||
): UnivariateHistogramSpace = UnivariateHistogramSpace { value ->
|
|
||||||
val center = start + binSize * Math.floor((value - start) / binSize + 0.5)
|
|
||||||
UnivariateHistogramBinDefinition(center, binSize)
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
|
||||||
* Create a histogram with custom cell borders
|
|
||||||
*/
|
|
||||||
public fun custom(borders: DoubleArray): UnivariateHistogramSpace {
|
|
||||||
val sorted = borders.sortedArray()
|
|
||||||
|
|
||||||
return UnivariateHistogramSpace { value ->
|
|
||||||
when {
|
|
||||||
value < sorted.first() -> UnivariateHistogramBinDefinition(
|
|
||||||
Double.NEGATIVE_INFINITY,
|
|
||||||
Double.MAX_VALUE
|
|
||||||
)
|
|
||||||
|
|
||||||
value > sorted.last() -> UnivariateHistogramBinDefinition(
|
|
||||||
Double.POSITIVE_INFINITY,
|
|
||||||
Double.MAX_VALUE
|
|
||||||
)
|
|
||||||
|
|
||||||
else -> {
|
|
||||||
val index = sorted.indices.first { value > sorted[it] }
|
|
||||||
val left = sorted[index]
|
|
||||||
val right = sorted[index + 1]
|
|
||||||
UnivariateHistogramBinDefinition((left + right) / 2, (right - left))
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
Loading…
Reference in New Issue
Block a user