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.
...
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
a649b38270
Patched new section of AIS calculator via MI, whereby addObservationsWithGivenParams() when called with a validity[] array did not compute valid start and end time pairs for the candidate k and tau, but did so for the k and tau set in the properties. Fixed so that the candidate k and tau can be supplied.
2018-05-16 14:39:54 +10:00
e8603b08f8
Moving auto-embedding for AIS (Ragwitz and maximum bias-corrected AIS methods) from out of Gaussian and KSG calculators and into the common AIS calculator via MI class. The common implementation then allows us to introduce auto-embedding for the AIS kernel estimator as well (included requiring adding a property for the number of surrogates to use to compute the bias for this one).
...
These changes now incorporate auto-embedding for all AIS continuous calculators, partially addressing issue #38
2018-05-16 14:20:08 +10:00
1c591925bd
Added auto-embedding to Gaussian AIS calculator, with both Ragwitz and maximum bias-corrected AIS methods. Bias-correction implemented via the Gaussian analytic surrogates. Involves defining new properties, setProperty, getProperty and preFinaliseAddObservations() to do the embedding. Unit test included also, mirroring unit testing for KSG AIS (which used linear Gaussian variables).
2018-05-15 17:35:06 +10:00
48b48ab845
Changing AIS Via Mutual Info internal addObservationsAfterParamsDetermined method to addObservationsWithGivenParams - taking k and tau as arguments rather than using the internal ones. This allows the method to be called by auto-embedding in the child classes as well (better code re-use ready for extending auto-embedding)
2018-05-15 17:32:50 +10:00
9552091fca
Adding Javadoc on header for neighbour counts method in KSG MI estimator 1
2018-05-15 17:28:39 +10:00
0b70e92efc
Added Bias-correction property to Gaussian MI and conditional MI calculators, including set and getProperty and an implementation in the calculations. This implements bias-correction by substracting the bias (of the analytic chi^2 based null distribution) from the calculations.
2018-05-13 22:29:17 +10:00
c0b9d736d7
Added methods to retrieve mean and standard deviation of the Chi^2 null distribution, as well as (empirical) unit test for this.
2018-05-13 22:02:46 +10:00
46a9785da2
In surrogates for MI and CMI also turning adding noise off since this will have been done in the initial calculation already, and will just broaden the noise here.
2018-05-12 22:35:54 +10:00
28ba409ff6
Turning off normalisation when computing surrogates in Common CMI and MI calculators, because normalisation has already been carried out (and if one variable had no variance, this will inflate the values back to original scale)
2018-05-12 21:30:39 +10:00
0e4455b2fd
Corrects the access at one point to the bins for the data points in the multivariate kernel estimator, which should use an IntArray object but did use an int[] object to access . Fixes #69 .
2018-05-10 20:20:02 +10:00
860d43dbca
Adding additional error message for Exception during KSG Active Info Storage auto-embedding
2018-05-07 23:15:33 +10:00
1f625b59f0
AutoAnalyser: fixing bug where column numbers for data are all set to zero if the user unclicks the "compute result?" button
2018-05-07 22:57:10 +10:00
d1bba0e4c1
Adding computeLocalOfPreviousObservations() to continuous Entropy estimator interface and all underlying implementations. Added unit tests that locals should average back ok. Also fixing multivariate Entropy estimator interface to implement the univariate interface also (and fixing underlying implementations to comply)
2018-04-27 11:20:25 +10:00
bf0062b902
Switching new debug method in KSG conditional MI calculator 1 to be publicly accessible
2018-04-26 11:43:04 +10:00
7d76f82bb2
Adding partialNeighbourCountFromObservations() method to KSG conditional MI calculator 1 for debugging investigations into the neighbour counts
2018-04-26 11:24:56 +10:00
df8eec27cd
Added MAX_CORR_AIS_AND_TE embedding to univariate KSG TE calculator.
2018-04-22 22:25:05 +01:00
f8bca3275d
Fixed docs for new MAX_CORR_AIS_AND_TE embedding method.
2018-04-22 20:45:06 +01:00
02dad26a94
Added brief mention of AUTO_EMBED_METHOD_MAX_CORR_AIS_AND_TE to javadocs.
2018-02-27 20:29:39 +00:00
5f6671aa2b
Added AUTO_EMBED_METHOD_MAX_CORR_AIS_AND_TE to multivariate KSG TE.
2018-02-27 20:18:04 +00:00
550ff793eb
Fixed bug in KSG TE multivariate embeddings and setObservations.
2018-02-27 20:14:08 +00:00
8be6a037af
Added auto-embedding methods to multivariate KSG TE calculator.
2018-02-25 19:23:09 +00:00
ce4b1599c6
Added MAX_CORR_AIS embedding method to multivariate KSG AIS.
2018-02-25 18:57:15 +00:00
75bb2c814a
Added addObservations-related methods to multivariate TE calculators.
...
This is needed to implement auto-embedding methods later.
2018-02-25 18:54:36 +00:00
b0fc309d6a
Add overloadings for 1d continuous variables in KSG mixed calc.
2018-01-12 22:22:46 +00:00
0278f95ae9
Enabled use of USE_GPU property for KSG calculators in the AutoAnalysers for CMI, TE, CTE and AIS
2017-12-30 12:03:17 +11:00
64f1142b40
Added argument to choose which variable to reorder in GPU CMI code.
2017-12-19 20:42:58 +00:00
65ac0e9ff8
Removed unnecesary overloaded method in KSG CMI calc.
2017-12-19 20:41:11 +00:00
2f1cd192b8
Fixed small typo in Java KSG CMI calculator.
2017-12-18 17:50:37 +00:00
d0304ae0c4
Added Java-side JNI functions and ensureKdTreesConstructed to KSG CMI.
2017-12-12 11:19:40 +00:00
f4ca442de4
Now KSG MI calc does not build KdTrees if GPU is going to be used.
2017-12-12 11:10:50 +00:00
d010f32635
Updated getProperty and removed spurious dependency in KSG MI calc.
2017-12-12 11:04:32 +00:00
eabd7f3701
Fixed typo in Kozachenko entropy calculator.
2017-11-28 16:58:13 +00:00
444fb70801
Added addObservations-type functions to Kozachenko entropy calculator.
2017-11-28 16:56:51 +00:00
e290040d8d
Added docs to Kozachenko entropy calculator.
2017-11-28 16:26:46 +00:00
35df6ca3da
Kozachenko entropy estimator now adds noise to data by default.
2017-11-28 16:04:09 +00:00
9c96ceb850
Fixed logic for when parameter values (in particular auto-embedded properties) are written back into the properties table after the calculation. This was happening only when we had the "all pairs" option selection, when it should only happen when this is not selected.
2017-11-28 12:36:06 +11:00
589d51674e
Altering the escaped data filename in AutoAnalyser to be properly escaped using non-regex replace, and also rolling back the use of escaping to only Java (Matlab and Python on windows seem fine with the non-escaped filenames, for e.g. the paths earlier in the generated code)
2017-11-27 10:19:36 +11:00
3bfbaa7ad3
In AutoAnalyser escaping data filenames when they are written to the generated code. This is important for windows filenames. Am not sure why it didn't come up before as an issue though.
2017-11-27 09:57:07 +11:00
61f4bf3276
Adding getProperty lines to handle USE_GPU property for KSG MI calculator
2017-11-27 09:26:19 +11:00
db0503d763
Having AutoAnalyser continue with the calculation where the generated code cannot be written
2017-11-26 18:04:29 +11:00
df8724b872
Altered AutoAnalyserLauncher to either auto-detect jar location or assume demos/AutoAnalyser folder is current location (if a command line argument is given). Similarly, altered AutoAnalyser to either take location of demos/AutoAnalyser folder, or assume it is the current folder.
2017-11-26 01:10:30 +11:00
fd804d0d0c
Added properties for running GPU calculation to MI AutoAnalyser
2017-11-26 01:07:19 +11:00
69af7252cd
Added debug print on working directory to AutoAnalyser startup
2017-11-25 00:15:37 +11:00
ddf3b4de0a
Moving AutoAnalyser java files into the main source location rather than in the demos location. This commit includes the moving of the files themselves. Further commits will alter the ant script and run scripts to have correct classpath, etc.
2017-11-24 21:07:33 +11:00
142fbb4541
Merge branch 'master' of github.com:jlizier/jidt
...
Merging in Pedro's mixed Kraskov changes, plus further work on GPU for Kraskov MI
2017-11-24 15:30:20 +11:00
9e77ebdadf
Tweak to method to print out an array of ints
2017-11-22 20:49:05 +11:00
1bb67f0840
Adding neighbour search utilities in preparation for attempting fast surrogate generation (performing multiple neighbour searches at once where we can); in particular adding a countPointsWithinR with a remapping of the point's indices. Unit test added as well for this.
2017-11-22 20:48:30 +11:00
446ac4ae59
Merge branch 'master' into gpu
2017-11-21 14:58:15 +00:00
jlizier