jidt/java/source/infodynamics/measures/discrete/EntropyRateCalculator.java

478 lines
14 KiB
Java
Executable File

/*
* Java Information Dynamics Toolkit (JIDT)
* Copyright (C) 2012, Joseph T. Lizier
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
package infodynamics.measures.discrete;
/**
* Compute average and local entropy rates
*
* Usage:
* 1. Continuous accumulation of observations:
* Call: a. initialise()
* b. addObservations() several times over
* c. computeLocalFromPreviousObservations()
* 2. Standalone:
* Call: localActiveInformation()
*
* @author Joseph Lizier
*
*/
public class EntropyRateCalculator extends SingleAgentMeasureInContextOfPastCalculator {
/**
* User was formerly forced to create new instances through this factory method.
* Retained for backwards compatibility.
*
* @param base
* @param history
*
* @return
*/
public static EntropyRateCalculator newInstance(int base, int history) {
return new EntropyRateCalculator(base, history);
}
public EntropyRateCalculator(int base, int history) {
super(base, history);
}
/**
* Add observations in to our estimates of the pdfs.
* This call suitable only for homogeneous agents, as all
* agents will contribute to single pdfs.
*
* @param states 1st index is time, 2nd index is agent number
*/
public void addObservations(int states[][]) {
int rows = states.length;
int columns = states[0].length;
// increment the count of observations:
observations += (rows - k)*columns;
// Initialise and store the current previous value for each column
int[] prevVal = new int[columns];
for (int c = 0; c < columns; c++) {
prevVal[c] = 0;
for (int p = 0; p < k; p++) {
prevVal[c] *= base;
prevVal[c] += states[p][c];
}
}
// 1. Count the tuples observed
int nextVal;
for (int r = k; r < rows; r++) {
for (int c = 0; c < columns; c++) {
// Add to the count for this particular transition:
// (cell's assigned as above)
nextVal = states[r][c];
nextPastCount[nextVal][prevVal[c]]++;
pastCount[prevVal[c]]++;
// Update the previous value:
prevVal[c] -= maxShiftedValue[states[r-k][c]];
prevVal[c] *= base;
prevVal[c] += states[r][c];
}
}
}
/**
* Add observations in to our estimates of the pdfs.
* This call suitable only for homogeneous agents, as all
* agents will contribute to single pdfs.
*
* @param states 1st index is time, 2nd and 3rd index give the 2D agent number
*/
public void addObservations(int states[][][]) {
int timeSteps = states.length;
if (timeSteps == 0) {
return;
}
int agentRows = states[0].length;
if (agentRows == 0) {
return;
}
int agentColumns = states[0][0].length;
// increment the count of observations:
observations += (timeSteps - k) * agentRows * agentColumns;
// Initialise and store the current previous value for each column
int[][] prevVal = new int[agentRows][agentColumns];
for (int r = 0; r < agentRows; r++) {
for (int c = 0; c < agentColumns; c++) {
prevVal[r][c] = 0;
for (int p = 0; p < k; p++) {
prevVal[r][c] *= base;
prevVal[r][c] += states[p][r][c];
}
}
}
// 1. Count the tuples observed
int nextVal;
for (int t = k; t < timeSteps; t++) {
for (int r = 0; r < agentRows; r++) {
for (int c = 0; c < agentColumns; c++) {
// Add to the count for this particular transition:
// (cell's assigned as above)
nextVal = states[t][r][c];
nextPastCount[nextVal][prevVal[r][c]]++;
pastCount[prevVal[r][c]]++;
// Update the previous value:
prevVal[r][c] -= maxShiftedValue[states[t-k][r][c]];
prevVal[r][c] *= base;
prevVal[r][c] += states[t][r][c];
}
}
}
}
/**
* Add observations for a single agent of the multi-agent system
* to our estimates of the pdfs.
* This call should be made as opposed to addObservations(int states[][])
* for computing active info for heterogeneous agents.
*
* @param states 1st index is time, 2nd index is agent number
*/
public void addObservations(int states[][], int col) {
int rows = states.length;
// increment the count of observations:
observations += (rows - k);
// Initialise and store the current previous value for each column
int prevVal = 0;
prevVal = 0;
for (int p = 0; p < k; p++) {
prevVal *= base;
prevVal += states[p][col];
}
// 1. Count the tuples observed
int nextVal;
for (int r = k; r < rows; r++) {
// Add to the count for this particular transition:
// (cell's assigned as above)
nextVal = states[r][col];
nextPastCount[nextVal][prevVal]++;
pastCount[prevVal]++;
// Update the previous value:
prevVal -= maxShiftedValue[states[r-k][col]];
prevVal *= base;
prevVal += states[r][col];
}
}
/**
* Add observations for a single agent of the multi-agent system
* to our estimates of the pdfs.
* This call should be made as opposed to addObservations(int states[][][])
* for computing active info for heterogeneous agents.
*
* @param states 1st index is time, 2nd and 3rd index give the 2D agent number
*/
public void addObservations(int states[][][], int agentIndex1, int agentIndex2) {
int timeSteps = states.length;
// increment the count of observations:
observations += (timeSteps - k);
// Initialise and store the current previous value for this column
int prevVal = 0;
prevVal = 0;
for (int p = 0; p < k; p++) {
prevVal *= base;
prevVal += states[p][agentIndex1][agentIndex2];
}
// 1. Count the tuples observed
int nextVal;
for (int r = k; r < timeSteps; r++) {
// Add to the count for this particular transition:
// (cell's assigned as above)
nextVal = states[r][agentIndex1][agentIndex2];
nextPastCount[nextVal][prevVal]++;
pastCount[prevVal]++;
// Update the previous value:
prevVal -= maxShiftedValue[states[r-k][agentIndex1][agentIndex2]];
prevVal *= base;
prevVal += states[r][agentIndex1][agentIndex2];
}
}
/**
* Returns the average local active information storage from
* the observed values which have been passed in previously.
*
* @return
*/
public double computeAverageLocalOfObservations() {
double entRate = 0.0;
double entRateCont = 0.0;
max = 0;
min = 0;
double logTerm = 0;
for (int nextVal = 0; nextVal < base; nextVal++) {
for (int prevVal = 0; prevVal < base_power_k; prevVal++) {
// compute p_prev
double p_prev = (double) pastCount[prevVal] / (double) observations;
// compute p(prev, next)
double p_joint = (double) nextPastCount[nextVal][prevVal] / (double) observations;
// Compute entropy rate contribution:
if (p_joint > 0.0) {
logTerm = p_joint / p_prev;
// Entropy rate takes the negative log:
double localValue = - Math.log(logTerm) / log_2;
entRateCont = p_joint * localValue;
if (localValue > max) {
max = localValue;
} else if (localValue < min) {
min = localValue;
}
} else {
entRateCont = 0.0;
}
entRate += entRateCont;
}
}
average = entRate;
return entRate;
}
/**
* Computes local entropy rate for the given
* states, using pdfs built up from observations previously
* sent in via the addObservations method
* This method to be used for homogeneous agents only
*
* @param states 1st index is time, 2nd index is agent number
* @return
*/
public double[][] computeLocalFromPreviousObservations(int states[][]){
int rows = states.length;
int columns = states[0].length;
// Allocate for all rows even though we'll leave the first ones as zeros
double[][] localEntRate = new double[rows][columns];
average = 0;
max = 0;
min = 0;
// Initialise and store the current previous value for each column
int[] prevVal = new int[columns];
for (int c = 0; c < columns; c++) {
prevVal[c] = 0;
for (int p = 0; p < k; p++) {
prevVal[c] *= base;
prevVal[c] += states[p][c];
}
}
int nextVal;
double logTerm = 0.0;
for (int r = k; r < rows; r++) {
for (int c = 0; c < columns; c++) {
nextVal = states[r][c];
logTerm = ( (double) nextPastCount[nextVal][prevVal[c]] ) /
( (double) pastCount[prevVal[c]] );
// Entropy rate takes the negative log:
localEntRate[r][c] = - Math.log(logTerm) / log_2;
average += localEntRate[r][c];
if (localEntRate[r][c] > max) {
max = localEntRate[r][c];
} else if (localEntRate[r][c] < min) {
min = localEntRate[r][c];
}
// Update the previous value:
prevVal[c] -= maxShiftedValue[states[r-k][c]];
prevVal[c] *= base;
prevVal[c] += states[r][c];
}
}
average = average/(double) (columns * (rows - k));
return localEntRate;
}
/**
* Computes local entropy rate for the given
* states, using pdfs built up from observations previously
* sent in via the addObservations method
* This method to be used for homogeneous agents only
*
* @param states 1st index is time, 2nd and 3rd index give the 2D agent number
* @return
*/
public double[][][] computeLocalFromPreviousObservations(int states[][][]){
int timeSteps = states.length;
int agentRows = states[0].length;
int agentColumns = states[0][0].length;
// Allocate for all time steps even though we'll leave the first ones as zeros
double[][][] localEntRate = new double[timeSteps][agentRows][agentColumns];
average = 0;
max = 0;
min = 0;
// Initialise and store the current previous value for each column
int[][] prevVal = new int[agentRows][agentColumns];
for (int r = 0; r < agentRows; r++) {
for (int c = 0; c < agentColumns; c++) {
prevVal[r][c] = 0;
for (int p = 0; p < k; p++) {
prevVal[r][c] *= base;
prevVal[r][c] += states[p][r][c];
}
}
}
int nextVal;
double logTerm = 0.0;
for (int t = k; t < timeSteps; t++) {
for (int r = 0; r < agentRows; r++) {
for (int c = 0; c < agentColumns; c++) {
nextVal = states[t][r][c];
logTerm = ( (double) nextPastCount[nextVal][prevVal[r][c]] ) /
( (double) pastCount[prevVal[r][c]] );
// Entropy rate takes the negative log:
localEntRate[t][r][c] = - Math.log(logTerm) / log_2;
average += localEntRate[t][r][c];
if (localEntRate[t][r][c] > max) {
max = localEntRate[t][r][c];
} else if (localEntRate[t][r][c] < min) {
min = localEntRate[t][r][c];
}
// Update the previous value:
prevVal[r][c] -= maxShiftedValue[states[t-k][r][c]];
prevVal[r][c] *= base;
prevVal[r][c] += states[t][r][c];
}
}
}
average = average/(double) (agentRows * agentColumns * (timeSteps - k));
return localEntRate;
}
/**
* Computes local entropy rate for the given
* states, using pdfs built up from observations previously
* sent in via the addObservations method
* This method is suitable for heterogeneous agents
*
* @param states 1st index is time, 2nd index is agent number
* @return
*/
public double[] computeLocalFromPreviousObservations(int states[][], int col){
int rows = states.length;
//int columns = states[0].length;
// Allocate for all rows even though we'll leave the first ones as zeros
double[] localEntRate = new double[rows];
average = 0;
max = 0;
min = 0;
// Initialise and store the current previous value for each column
int prevVal = 0;
prevVal = 0;
for (int p = 0; p < k; p++) {
prevVal *= base;
prevVal += states[p][col];
}
int nextVal;
double logTerm = 0.0;
for (int r = k; r < rows; r++) {
nextVal = states[r][col];
logTerm = ( (double) nextPastCount[nextVal][prevVal] ) /
( (double) pastCount[prevVal] );
// Entropy rate takes the negative log:
localEntRate[r] = - Math.log(logTerm) / log_2;
average += localEntRate[r];
if (localEntRate[r] > max) {
max = localEntRate[r];
} else if (localEntRate[r] < min) {
min = localEntRate[r];
}
// Update the previous value:
prevVal -= maxShiftedValue[states[r-k][col]];
prevVal *= base;
prevVal += states[r][col];
}
average = average/(double) (rows - k);
return localEntRate;
}
/**
* Computes local entropy rate for the given
* states, using pdfs built up from observations previously
* sent in via the addObservations method
* This method is suitable for heterogeneous agents
*
* @param states 1st index is time, 2nd and 3rd index give the 2D agent number
* @return
*/
public double[] computeLocalFromPreviousObservations(int states[][][], int agentIndex1, int agentIndex2){
int timeSteps = states.length;
//int columns = states[0].length;
// Allocate for all rows even though we'll leave the first ones as zeros
double[] localEntRate = new double[timeSteps];
average = 0;
max = 0;
min = 0;
// Initialise and store the current previous value for each column
int prevVal = 0;
prevVal = 0;
for (int p = 0; p < k; p++) {
prevVal *= base;
prevVal += states[p][agentIndex1][agentIndex2];
}
int nextVal;
double logTerm = 0.0;
for (int t = k; t < timeSteps; t++) {
nextVal = states[t][agentIndex1][agentIndex2];
logTerm = ( (double) nextPastCount[nextVal][prevVal] ) /
( (double) pastCount[prevVal] );
// Entropy rate takes the negative log:
localEntRate[t] = - Math.log(logTerm) / log_2;
average += localEntRate[t];
if (localEntRate[t] > max) {
max = localEntRate[t];
} else if (localEntRate[t] < min) {
min = localEntRate[t];
}
// Update the previous value:
prevVal -= maxShiftedValue[states[t-k][agentIndex1][agentIndex2]];
prevVal *= base;
prevVal += states[t][agentIndex1][agentIndex2];
}
average = average/(double) (timeSteps - k);
return localEntRate;
}
}