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Diffstat (limited to 'src/main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java | 48 |
1 files changed, 48 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java b/src/main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java new file mode 100644 index 0000000..2518624 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/ml/distance/EarthMoversDistance.java @@ -0,0 +1,48 @@ +/* + * 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.exception.DimensionMismatchException; +import org.apache.commons.math3.util.FastMath; +import org.apache.commons.math3.util.MathArrays; + +/** + * 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> + * + * @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) + throws DimensionMismatchException { + MathArrays.checkEqualLength(a, 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; + } +} |