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Updates to KL entropy estimator: removing NORMALISE property, and adding method for cross entropy

This commit is contained in:
Joseph Lizier 2021-08-23 09:09:49 +10:00
parent ef7cfbb525
commit aa8148eca9
1 changed files with 28 additions and 6 deletions
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34
java/source/infodynamics/measures/continuous/kozachenko/EntropyCalculatorMultiVariateKozachenko.java
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@ -98,11 +98,6 @@ public class EntropyCalculatorMultiVariateKozachenko
*/
protected boolean debug = false;
/**
* Property name for whether to normalise the incoming data to
* mean 0, standard deviation 1 (default true)
*/
public static final String PROP_NORMALISE = "NORMALISE";
/**
* Property name for an amount of random Gaussian noise to be
* added to the data (default is 1e-8, matching the MILCA toolkit).
@ -376,7 +371,34 @@ public class EntropyCalculatorMultiVariateKozachenko
*/
@Override
public double[] computeLocalUsingPreviousObservations(double[][] states) throws Exception {
throw new Exception("Local method for other data not implemented");
double sdTermHere = sdTerm(totalObservations, dimensions);
double emConstHere = eulerMascheroniTerm(totalObservations);
double constantToAddIn = sdTermHere + emConstHere;
double[] minDistance = EuclideanUtils.computeMinEuclideanDistances(rawData);
double entropy = 0.0;
double[] localEntropy = new double[rawData.length];
if (debug) {
System.out.println("t,\tminDist,\tlogMinDist,\tlocal,\tsum");
}
for (int t = 0; t < rawData.length; t++) {
localEntropy[t] = Math.log(2.0 * minDistance[t]) * (double) dimensions;
// using natural units
// localEntropy[t] /= Math.log(2);
localEntropy[t] += constantToAddIn;
entropy += localEntropy[t];
if (debug) {
System.out.println(t + ",\t" +
minDistance[t] + ",\t" +
Math.log(minDistance[t]) + ",\t" +
localEntropy[t] + ",\t" +
entropy);
}
}
entropy /= (double) totalObservations;
lastAverage = entropy;
lastLocalEntropy = localEntropy;
return localEntropy;
}
/**