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388 Commits 5 Branches 6 Tags 65 MiB
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161 Commits

Author SHA1 Message Date
Pedro Martinez Mediano 8dc6eced45 Added missing import statement. 2017-05-19 06:47:16 +10:00
Pedro Martinez Mediano 2fbe03f4ec Add a C (non-CUDA) wrapper on cudaDeviceReset for easier compilation. 2017-05-19 06:46:06 +10:00
Pedro Martinez Mediano d7fa6814dd Improved error handling when loading GPU library. 2017-05-19 06:14:31 +10:00
Pedro Martinez Mediano 57aa4e95ee Add new property for users to specify custom path to GPU library. 2017-05-19 06:01:45 +10:00
Pedro Martinez Mediano 1abd5a084e Add manual casting of jobject to jdoubleArray. 2017-05-19 05:38:37 +10:00
Pedro Martinez Mediano dd83cd9ef1 Add tests for CUDA range search function. 2017-05-19 03:21:11 +10:00
Pedro Martinez Mediano 8675858e98 Moarr tests. 2017-05-19 02:16:15 +10:00
Pedro Martinez Mediano 470090321e Added a few initial C++ unit tests and new make target. 2017-05-19 01:41:43 +10:00
Pedro Martinez Mediano 55e74e6ede Added lest framework for C++ unit tests. 2017-05-19 01:40:54 +10:00
Pedro Martinez Mediano 004a7c7f17 Added separate ant tasks for GPU compilation, moved libraries to bin folder. 2017-05-18 02:49:31 +10:00
Pedro Martinez Mediano 1dec066188 Add FORCE_INLINES define to makefile for compatibility with new cuda. 2017-05-17 00:49:15 +10:00
Pedro Martinez Mediano d1c45866fb Added new JNI include paths to work with java 8. 2017-05-16 22:01:38 +10:00
Pedro Martinez Mediano 0e407a784a Added explicit sm_30 compile flags. 2017-05-16 22:01:15 +10:00
Pedro Martinez Mediano c40b8ae80c Merge branch 'master' into gpu 2016-05-19 16:19:47 +01:00
Pedro Martinez Mediano 08bb2dd609 Fix bug in TE multivariate. 2016-05-07 10:27:13 +01:00
Pedro Martinez Mediano 6f87aed980 Added preliminary version of Ragwitz optimization in multivariate AIS calculator. 2016-04-19 18:22:02 +01:00
Pedro Martinez Mediano 99a856cd8c Merge branch 'master' into gpu 
Conflicts:
	build.xml
 2016-03-15 23:04:00 +00:00
Pedro Martinez Mediano 3da629a817 Preliminary commit of multivariate AIS calculators and unit tests. Fully functional, but not tested enough. 2016-03-15 22:36:12 +00:00
Pedro Martínez Mediano 5074c1b6f7 Initial commit of GPU code. 2016-03-13 01:15:19 +00:00
joseph.lizier dbd1dcdd54 Fixing the bias correction on our experimental discrete-continuous KSG calculators 2015-07-19 17:19:59 +00:00
joseph.lizier f6c8d26bf8 Minor fixes to default values of TE calculator properties, and adding error messages for array file reading 2015-07-09 14:38:23 +00:00
joseph.lizier bb587fa345 Also allowing the KSG calculators noise property to be set to "false" to indicate 0 noise. 2015-06-16 12:27:56 +00:00
joseph.lizier c4fc334c3a Adds a small (1e-8) amount of noise to all data for the Kraskov calculations by default. Fixes Issue 42. 2015-06-16 12:01:41 +00:00
joseph.lizier 90fd9fbe89 Adding auto embedding via Ragwitz criteria for Kraskov Transfer Entropy calculator. This fixes Issue 38. 
Also patched AIS calculator to handle observations supplied with validity indicator when auto embedding is undertaken.
 2015-06-05 06:50:03 +00:00
joseph.lizier 62228651bc Adding getProperty() method to all conditional MI calculators and TE calculators (except for multivariate versions at this stage), in readiness for automated embedding being added to TE Kraskov to partially fix Issue 38 2015-06-04 04:27:23 +00:00
joseph.lizier 687978103c Added auto-embedding with Ragwitz criteria to AIS Kraskov calculator, partially addressing Issue 38. Also adds getProperty() method to AIS calculators and MI calculators. 2015-06-04 03:48:55 +00:00
joseph.lizier b4b94b1940 For Interregional Transfer demo, adding option for data files to be specified on command line 2015-05-28 02:43:34 +00:00
joseph.lizier f0cbb61197 Fixing Javadoc commentsin MI calculators 2015-02-05 23:39:22 +00:00
joseph.lizier 79db42274c Added methods for computing MI/TE etc in Multivariate calculators on only univariate time series (double[]) when the calculators have been initialised for dimension 1 in source and destination 2015-01-23 03:11:35 +00:00
joseph.lizier 21d1e68ba7 Bug fix for Kraskov conditional MI algorithm 2 -- kdTrees for var1 and conditional, as well as var2 and conditional, were only being passed the radii for var1 (or var2) but not the radius of the conditional as well. This doesn't seem problematic at face value, however in traversing the tree the wrong radius was being used at levels corresponding to the conditional(s) in checking those nodes and determining whether their children needed to be traversed as well. Patched by implementing a new method in KdTree to take all radii in the situation where one variable has already been checked. Fixes issue 39. 2015-01-21 12:23:09 +00:00
joseph.lizier 733da8265d Dynamic correlation exclusion, or Theiler window, added to all Kraskov estimators, i.e. Mutual Info, Conditional MI, Multi-info, and thereby the derived classes including transfer entropy. Fixes issue 35 2014-11-25 12:31:44 +00:00
joseph.lizier 82ff884b99 Explicitly setting return array values in Kraskov conditional MI calculator algorithm 2. 2014-11-14 10:27:48 +00:00
joseph.lizier 24a0566fd4 Patching bug in digamma function which is susceptible to race condition in multi-threaded applications. Also explicitly setting return array values in Kraskov calculators. 2014-11-14 10:24:53 +00:00
joseph.lizier ba537e948a Enhancements to fast nearest neighbour searching for conditional mutual information; utilises points found matching the conditional search criteria in the joint conditional with var1 and var 2 searches. 2014-11-04 00:57:26 +00:00
joseph.lizier 57fafd1551 Adding more methods to nearest neighbour search classes to return collections of points within ranges via arrays, and to use additional criteria in searching or take arguments for one variable that has already been tested. Utilising these new searches within Conditional MI Kraskov estimator algorithm 1 2014-11-03 04:57:24 +00:00
joseph.lizier 32c062f880 Inlining norms in Nearest Neighbour search classes, and adding methods to return Collections of points within ranges 2014-10-31 12:02:54 +00:00
joseph.lizier 2a56301b75 Kraskov multi-info calculators use fast neighbour search and common multi-info class. 2014-10-30 04:21:12 +00:00
joseph.lizier ed6150c6a3 Additional operations added to multi-info interface for continuous data, and pulled common operations into a common class (revamped Kernel calculator rewritten to use this) 2014-10-30 04:18:04 +00:00
joseph.lizier 6ade6d4311 Adding fast nearest neighbour searcher for univariate data (uses only a sorted array rather than whole k-d tree). Adds an abstract nearest neighbour searcher so calling classes don't necessarily need to know whether they're dealing with uni or multi-variates. MI and conditional MI Kraskov altered to use this where possible. 2014-10-30 04:04:16 +00:00
joseph.lizier bf94191282 Fixes issue 34 -- adds predictive information calculators for continuous variables; interface definition, common code via abstract mutual information calculator, and implementations for Gaussian, kernel and KSG estimators. 2014-10-16 00:31:41 +00:00
joseph.lizier 9c05f4693a Fixes issue 32 -- adds fast neighbour search to Kraskov conditional MI calculators (and by implication to TE calculators). Requires adding a neighbour search within different radii for each variable to the k-d tree class. 2014-10-15 10:36:58 +00:00
joseph.lizier 1fb3735e58 Bug fix re issue 31 -- ensuring that kd trees get rebuilt for surrogate TE calculations. 2014-10-15 05:06:30 +00:00
joseph.lizier bc2783b971 Fixes issue 31 -- implementing fast nearest neighbour search for Kraskov MI using a k-d tree structure. 2014-10-15 04:48:09 +00:00
joseph.lizier feb0f320ae Minor updates to javadocs regarding Active Info Storage Calculators. 2014-09-16 03:27:28 +00:00
joseph.lizier 5d16028f5b Fixes issue 13 -- by adding normalise option to Kraskov multi-information. Also Fixes issue 26 -- by adding a property for adding noise to the data (which was already done for Kraskov MI and conditional MI) 2014-09-16 01:55:22 +00:00
joseph.lizier 70bcc7c922 Mirrors multi-threading from Kraskov MI calculators to Kraskov conditional MI calculators, and so fixes issue 29. Also adds some minor modifications to multithreading code for Kraskov MI calculators. 2014-09-16 01:36:39 +00:00
joseph.lizier 0db37c9160 Making multithreading on Kraskov MI calculators the default (using all available processors), and also adding some more debug statements. 2014-09-12 12:10:42 +00:00
joseph.lizier 957adeccd5 Fixes issue 28 - achieves multithreading on Kraskov MI calculators, merging code from Ipek and altering the design. Also partially addresses issue 24 by switching digamma for large arguments over to commons.math 2014-09-12 07:35:05 +00:00
joseph.lizier 6e100c65d0 Added property for Kraskov Conditional MI calculator to add a small amount of noise to the input data. For Kraskov MI calculator, changed this to add the noise in after the data is (potentially) normalised, so the magnitude corresponds to a number of standard deviations of the original data. 2014-09-11 03:43:40 +00:00
joseph.lizier 0767e2e57e Tweaks to javadocs 2014-08-14 06:26:06 +00:00