Joseph Lizier
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2ab3ec347c
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Adding method for KSG TE estimator to return KNN distances
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2025-04-01 22:49:45 +11:00 |
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Joseph Lizier
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5dc9d00aff
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Adding univariate calls for KNN distances in KSG MI estimators
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2025-04-01 22:33:45 +11:00 |
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Joseph Lizier
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c08aeb1783
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Adding univariate calls for cross CMI
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2025-04-01 22:33:02 +11:00 |
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Joseph Lizier
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fa21f7343a
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Adding debug methods to KSG estimators to retrieve knn distances
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2025-04-01 18:08:38 +11:00 |
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Joseph Lizier
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a9b6b3e77c
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Adding property to set random seed for noise addition to EntropyMultiVariate estimators (mimicing that for MI/CMI estimators), extending the fix for issue #99 to Entropy estimators
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2024-04-20 18:52:10 +10:00 |
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Joseph Lizier
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3d1f3fec86
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Gathering common functionality of EntropyMultiVariate estimators into a Common class. Adds some new functionality (e.g. addObservations() for Gaussian and Kernel)
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2024-04-20 17:57:38 +10:00 |
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Joseph Lizier
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2a18cd0e74
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Adding property to allow used to set random seed for noise addition to data in MI, CMI and wrapped estimators. Closes issue #99
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2024-04-16 14:08:04 +10:00 |
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Joseph Lizier
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2130985c34
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Adding/implementing interfaces for continuous CMI estimators to allow all combinations of univariate/multivariate arrays to be passed for var1/var2/conditional
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2023-10-27 10:04:25 +11:00 |
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Joseph Lizier
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4b85a7fd46
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AIS and TE estimators (for KSG in particular) utilising the underlying NN Searchers holding the different data sets separately.
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2023-10-09 13:16:27 +11:00 |
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Joseph Lizier
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ec8e7f848f
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CMI common estimators utilising underlying nearest neighbour searchers holding different data sets separately (for dynamic correlation exclusion)
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2023-10-09 13:15:56 +11:00 |
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Joseph Lizier
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5f87e2018b
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MI common estimators utilising underlying nearest neighbour searchers holding different data sets separately (for dynamic correlation exclusion)
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2023-10-09 13:14:29 +11:00 |
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Joseph Lizier
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a554361de9
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Adding unit test for no conditional on CMI Gaussian
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2023-10-06 12:29:37 +11:00 |
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jlizier
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2714650cfa
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Amending Kraskov (KSG) MI estimators to have an experimental method to provide conditional entropy of the first variable given the second. Works by removing the Kozachenko Leonenko entropy of variable 1 from the MI, using the same kNN radii as the MI estimator. Includes Unit tests to provide some initial validation.
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2022-06-16 21:29:29 +10:00 |
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Joseph Lizier
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0e33393cdc
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Merge pull request #86 from pmediano/master
Thanks Pedro, and sorry to take so long to attend to this
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2021-11-15 12:08:57 +11:00 |
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Joseph Lizier
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b02760ddd3
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Adding overloads on setObservations and addObservations for MI and TE calculators to handle one variable univariate and one variable multivariate
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2021-11-15 10:58:59 +11:00 |
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Joseph Lizier
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21ae0bdeaa
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Fixing logic error in printing whether GPU calculation was falling back to CPU
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2021-10-08 11:28:37 +11:00 |
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Joseph Lizier
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650159661d
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Patching conditional MI calculator to properly allow null or empty conditionals if dimension of conditionals is 0
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2021-09-06 10:23:31 +10:00 |
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Joseph Lizier
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aa8148eca9
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Updates to KL entropy estimator: removing NORMALISE property, and adding method for cross entropy
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2021-08-23 09:09:49 +10:00 |
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Pedro Mediano
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07883af734
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Updated printed messages with cross-platform newline character.
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2021-02-09 10:23:30 +00:00 |
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Pedro Mediano
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bc8c233e68
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Added KSG implementation of various multivariate IT measures and unit tests.
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2021-01-25 12:41:01 +00:00 |
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Pedro Mediano
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f67e274819
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Added Gaussian implementation of various multivariate IT measures and unit tests.
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2021-01-24 22:06:39 +00:00 |
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Pedro Mediano
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403745800e
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Added abstract parent class for multivariate IT measures on continuous data.
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2021-01-24 21:56:26 +00:00 |
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Joseph Lizier
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3222b5a629
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Implementation and unit test for KSG MI calculation with new samples (both algorithms 1 and 2)
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2020-10-30 16:21:10 +11:00 |
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Joseph Lizier
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0606f8ab39
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Cleaning up CMI Kraskov for new samples, including fixing some comments, logic of not using GPU for this, and if no conditional counting all point as a conditional match
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2020-10-30 16:19:31 +11:00 |
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Joseph Lizier
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34161a2e6d
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Adding non-overloaded method signatures for multivariate arrays, so that the jpype python-java bridge can resolve which method signature to use more directly via these
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2020-05-22 14:42:26 +10:00 |
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Joseph Lizier
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bf207f866e
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Patched error in computing start and end times for valid observation sequences in conditional TE calculators (with validity booleans)
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2020-05-21 00:57:34 +10:00 |
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Joseph Lizier
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d0a0fca40c
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Added non-overloaded method calls for conditionalTE continuous' addObservations() method calls with validity booleans - this is for JPype from Python which seems unable to resolve overloads of double[] and double[][], when more than one variable changes in this way
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2020-05-16 12:18:57 +10:00 |
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Joseph Lizier
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cbcca8d0ff
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fixing addedMoreThanOneObservationSet for the MultiInfoCalculator
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2020-05-15 17:35:54 +10:00 |
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Joseph Lizier
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510f999d2e
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Adds addObservations calls with validity arrays for conditional transfer entropy
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2020-05-15 17:34:00 +10:00 |
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Joseph Lizier
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2ab3ac01bb
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Adding non-overloaded method signatures for adding 1D vs 2D observations for common class for continuous MI and CMI estimators, since JPype 0.7 does not seem able to resolve overloaded 1D vs 2D arrays any longer
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2019-07-25 23:11:44 +10:00 |
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Joseph Lizier
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1db8a2ac63
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Making local computation for CMI Gaussian calculator store the lastAverage if it was called with the previous observations
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2019-05-17 22:47:16 +10:00 |
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Joseph Lizier
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fce1b34a5c
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Adding NORMALISE and NOISE_LEVEL_TO_ADD properties to all conditional mutual information calculators for continuous-valued data (extends this capability from only KSG to Gaussian as well)
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2019-04-03 00:12:00 +11:00 |
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Joseph Lizier
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d9db7a15ab
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Further clarifications for including NORMALISE and NOISE_LEVEL_TO_ADD properties to all mutual information calculators, and handling linear redundancy sub-cases
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2019-04-03 00:07:05 +11:00 |
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Joseph Lizier
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b1437452e4
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Adding NORMALISE and NOISE_LEVEL_TO_ADD properties to all mutual information calculators for continuous-valued data (extends this capability from only KSG to Gaussian and kernel as well, the latter already had NORMALISE)
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2019-04-02 12:38:17 +11:00 |
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Joseph Lizier
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2a0024ad83
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Fixes issue #17: Handling sub-cases for linear redundancy within and across variables in the linear-Gaussian mutual information estimator. This is done by detecting such redundancies and either returning 0 or infinity as the requisite result. Mirrors how this is done for conditional MI.
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2019-03-29 00:01:36 +11:00 |
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Joseph Lizier
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66676a2692
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A rewrite of parts of the linear Gaussian conditional MI estimator, in order to more deftly handle linear dependencies within variables 1 and 2, and between each of them and the conditional. Previously we removed sub-variables of those arbitrarily, now the removal is targetted to those sub-variables that are problematic. Also required some variable name changes to reflect different ordering of how variables and the conditionals are concatenated in arrays.
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2019-03-28 23:58:53 +11:00 |
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Pedro Martinez Mediano
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c616ba55d4
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Added link to wiki in GPU loader error message.
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2018-11-25 19:25:33 +02:00 |
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jlizier
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8909c23fcc
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Incorporated auto-embedding in the TE multivariate via conditional MI common class. Much of the code is moved up from the TE multivariate KSG estimator; now the functionality is provided for multivariate Gaussian as well. Also necessitated adding the max_cor_num_surrogates property to TE multivariate Gaussian, and took the opportunity to make much of the whitespace here consistent, and unit tests added for Gaussian (tweaked slightly for KSG)
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2018-10-18 00:58:17 +11:00 |
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jlizier
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42f8d01e26
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Adding property of number of dimensions for the AIS multivariate calculator (and implemented in the via MI common class). Needed this to make multivariate TE embedding a bit neater, and it should be there anyway.
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2018-10-18 00:51:37 +11:00 |
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jlizier
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e1bad39e4e
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Added proper full definitions for the methods of the AIS multivariate interface; much of this is achieved by extending the univariate AIS interface (which mandates that the univariate methods must be supported). No current child classes required any changes as they all supported these already. Removed superfluous documentation in the AIS multivariate via MI class (as well as fixing whitespace inconsistencies therein)
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2018-10-17 23:37:43 +11:00 |
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jlizier
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da418c31a0
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Added new auto-embedding capability for TE Gaussian into the AutoAnalyser GUI demo. Also added new auto-embedding drop down option of Max corrected AIS + TE for KSG as well, and debugged the getProperty returning of the number of nearest neighbours for Ragwitz criteria now that this occurs in the common superclass instead of in KSG (and gave this a reasonable default of 4)
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2018-10-17 14:23:20 +11:00 |
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jlizier
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a34bce25ba
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Enabled auto-embedding for TE Gaussian. Did so by bringing up auto-embedding for TE functionality up from the KSG estimator to the via Conditional MI class. Also added new property to Gaussian TE for number of surrogates to use for bias correction in embedding (if not using analytic bias correction), like Gaussian AIS. This also necessitated adding an empty preFinaliseAddObservations() method to the TE Gaussian multivariate estimator, to ensure it did not yet try to autoembed until that is enabled in the multivariate calculator. Unit tests included here as well (included using more samples for TE KSG autoembedding to ensure we get the correct answer more reliably -- should probably add a stronger effect for that too).
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2018-10-17 13:49:09 +11:00 |
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jlizier
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efb8243ed7
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Altering TE Kraskov to do auto-embedding properly when we have added multiple observations with validity vectors. Also taking the opportunity to re-engineer the internals to lay groundwork for auto-embedding function to be shared with the Gaussian estimator at a later stage. Unit tests added here as well for the above.
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2018-10-15 20:56:50 +11:00 |
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jlizier
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2ff6d8aeec
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Added getProperty for AIS Kraskov multivariate. Need to re-engineer this class for proper code re-use anyway.
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2018-10-15 14:38:46 +11:00 |
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jlizier
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3aa1493d7f
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Added addObservations() method with sourceValid and destValid boolean arrays to TransferEntropyCalculatorViacondMutualInfo class
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2018-09-21 10:34:01 +10:00 |
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jlizier
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9dbe2f8578
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Added to AutoAnalyser GUI for AIS surrogate-based bias correction (parameter being the number of surrogates) for max AIS corrected auto embedding, for kernel estimator as well as Gaussian (as an alternative to analytic). Also includes the implementing code for AIS Gaussian (was already committed for kernel)
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2018-08-27 14:24:05 +10:00 |
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jlizier
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ad31af03a7
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Added throws Exception for computeSignificance() on multivariate Gaussian AIS calculator, because of throws clause introduced on underlying MI estimator
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2018-08-27 13:21:29 +10:00 |
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jlizier
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7f9b1c0812
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Patching bias correction for Guassian MI and CMI (some for MI was in line with previous work for CMI, which required extending here). Unit tests included.
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2018-08-27 13:17:58 +10:00 |
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jlizier
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c32b8de8b0
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Fixed a hanging issue with analytic bias correction for Guassian CMI, and added to AutoAnalyser GUI
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2018-08-27 00:22:02 +10:00 |
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jlizier
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908cf675a8
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Added new constructor for TE Kraskov to pass in KSG algorithm number as an integer (It's not likely that it will be needed, but is there for completeness to match the AIS one)
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2018-08-24 14:48:11 +10:00 |