3d1f3fec86
Gathering common functionality of EntropyMultiVariate estimators into a Common class. Adds some new functionality (e.g. addObservations() for Gaussian and Kernel)
2024-04-20 17:57:38 +10:00
2a18cd0e74
Adding property to allow used to set random seed for noise addition to data in MI, CMI and wrapped estimators. Closes issue #99
2024-04-16 14:08:04 +10:00
2130985c34
Adding/implementing interfaces for continuous CMI estimators to allow all combinations of univariate/multivariate arrays to be passed for var1/var2/conditional
2023-10-27 10:04:25 +11:00
4b85a7fd46
AIS and TE estimators (for KSG in particular) utilising the underlying NN Searchers holding the different data sets separately.
2023-10-09 13:16:27 +11:00
ec8e7f848f
CMI common estimators utilising underlying nearest neighbour searchers holding different data sets separately (for dynamic correlation exclusion)
2023-10-09 13:15:56 +11:00
5f87e2018b
MI common estimators utilising underlying nearest neighbour searchers holding different data sets separately (for dynamic correlation exclusion)
2023-10-09 13:14:29 +11:00
a554361de9
Adding unit test for no conditional on CMI Gaussian
2023-10-06 12:29:37 +11:00
2714650cfa
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.
2022-06-16 21:29:29 +10:00
0e33393cdc
Merge pull request #86 from pmediano/master
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Thanks Pedro, and sorry to take so long to attend to this
2021-11-15 12:08:57 +11:00
b02760ddd3
Adding overloads on setObservations and addObservations for MI and TE calculators to handle one variable univariate and one variable multivariate
2021-11-15 10:58:59 +11:00
21ae0bdeaa
Fixing logic error in printing whether GPU calculation was falling back to CPU
2021-10-08 11:28:37 +11:00
650159661d
Patching conditional MI calculator to properly allow null or empty conditionals if dimension of conditionals is 0
2021-09-06 10:23:31 +10:00
aa8148eca9
Updates to KL entropy estimator: removing NORMALISE property, and adding method for cross entropy
2021-08-23 09:09:49 +10:00
07883af734
Updated printed messages with cross-platform newline character.
2021-02-09 10:23:30 +00:00
bc8c233e68
Added KSG implementation of various multivariate IT measures and unit tests.
2021-01-25 12:41:01 +00:00
f67e274819
Added Gaussian implementation of various multivariate IT measures and unit tests.
2021-01-24 22:06:39 +00:00
403745800e
Added abstract parent class for multivariate IT measures on continuous data.
2021-01-24 21:56:26 +00:00
3222b5a629
Implementation and unit test for KSG MI calculation with new samples (both algorithms 1 and 2)
2020-10-30 16:21:10 +11:00
0606f8ab39
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
2020-10-30 16:19:31 +11:00
34161a2e6d
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
2020-05-22 14:42:26 +10:00
bf207f866e
Patched error in computing start and end times for valid observation sequences in conditional TE calculators (with validity booleans)
2020-05-21 00:57:34 +10:00
d0a0fca40c
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
2020-05-16 12:18:57 +10:00
cbcca8d0ff
fixing addedMoreThanOneObservationSet for the MultiInfoCalculator
2020-05-15 17:35:54 +10:00
510f999d2e
Adds addObservations calls with validity arrays for conditional transfer entropy
2020-05-15 17:34:00 +10:00
2ab3ac01bb
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
2019-07-25 23:11:44 +10:00
1db8a2ac63
Making local computation for CMI Gaussian calculator store the lastAverage if it was called with the previous observations
2019-05-17 22:47:16 +10:00
fce1b34a5c
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)
2019-04-03 00:12:00 +11:00
d9db7a15ab
Further clarifications for including NORMALISE and NOISE_LEVEL_TO_ADD properties to all mutual information calculators, and handling linear redundancy sub-cases
2019-04-03 00:07:05 +11:00
b1437452e4
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)
2019-04-02 12:38:17 +11:00
2a0024ad83
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.
2019-03-29 00:01:36 +11:00
66676a2692
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.
2019-03-28 23:58:53 +11:00
c616ba55d4
Added link to wiki in GPU loader error message.
2018-11-25 19:25:33 +02:00
8909c23fcc
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)
2018-10-18 00:58:17 +11:00
42f8d01e26
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.
2018-10-18 00:51:37 +11:00
e1bad39e4e
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)
2018-10-17 23:37:43 +11:00
da418c31a0
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)
2018-10-17 14:23:20 +11:00
a34bce25ba
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).
2018-10-17 13:49:09 +11:00
efb8243ed7
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.
2018-10-15 20:56:50 +11:00
2ff6d8aeec
Added getProperty for AIS Kraskov multivariate. Need to re-engineer this class for proper code re-use anyway.
2018-10-15 14:38:46 +11:00
3aa1493d7f
Added addObservations() method with sourceValid and destValid boolean arrays to TransferEntropyCalculatorViacondMutualInfo class
2018-09-21 10:34:01 +10:00
9dbe2f8578
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)
2018-08-27 14:24:05 +10:00
ad31af03a7
Added throws Exception for computeSignificance() on multivariate Gaussian AIS calculator, because of throws clause introduced on underlying MI estimator
2018-08-27 13:21:29 +10:00
7f9b1c0812
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.
2018-08-27 13:17:58 +10:00
c32b8de8b0
Fixed a hanging issue with analytic bias correction for Guassian CMI, and added to AutoAnalyser GUI
2018-08-27 00:22:02 +10:00
908cf675a8
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)
2018-08-24 14:48:11 +10:00
373ebbdd56
Enabling AIS KSG calculator to have underlying KSG algorithm changed via the "ALG_NUM" property
2018-08-24 14:47:21 +10:00
ca909dc60f
Adding check of dimensionality of observations supplied to multivariate AIS calculators when univariate is expected.
2018-06-19 23:45:00 +10:00
643212840a
Making indenting style consistent through file
2018-05-18 08:56:47 +10:00
dfe7ef0334
Altering AIS Multivariate Via Mutual Info calculator -- and child classes, now including kernel estimator -- to support auto-embedding primarily via the parent methods of the univariate AIS calculator.
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Also includes patching functionality when dimension == 1 to always use the underlying AIS univariate calculator consistently, and adding missing methods on adding observations with validity array.
Also includes some minor alterations to error messages.
Gaussian and Kernel Multivariate AIS calculators have the computeAdditionalBiasToRemove() method implemented now to allow this; Gaussian calculator also adds the analytic computeSignificance() method, whilst Kernel calculator also adds a property for the number of surrogates to use in bias correction.
2018-05-16 22:42:32 +10:00
fcd30c6716
Minor changes to Javadocs for AIS kernel
2018-05-16 22:28:19 +10:00
Joseph Lizier