smile.math.distance.JensenShannonDistance Maven / Gradle / Ivy
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* Copyright (c) 2010-2020 Haifeng Li. All rights reserved.
*
* Smile is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation, either version 3 of
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*
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******************************************************************************/
package smile.math.distance;
import smile.math.MathEx;
/**
* The Jensen-Shannon divergence is a popular method of measuring the
* similarity between two probability distributions. It is also known
* as information radius or total divergence to the average.
*
* The Jensen-Shannon divergence is a symmetrized and smoothed version of the
* Kullback-Leibler divergence . It is defined by
*
*
* J(P||Q) = (D(P||M) + D(Q||M)) / 2
*
* where M = (P+Q)/2 and D(·||·) is KL divergence.
* Different from the Kullback-Leibler divergence, it is always a finite value.
*
* The square root of the Jensen-Shannon divergence is a metric, which is
* calculated by this class.
*
* @author Haifeng Li
*/
public class JensenShannonDistance implements Metric {
private static final long serialVersionUID = 1L;
/**
* Constructor.
*/
public JensenShannonDistance() {
}
@Override
public String toString() {
return "Jensen-Shannon Distance";
}
@Override
public double d(double[] x, double[] y) {
if (x.length != y.length) {
throw new IllegalArgumentException(String.format("Arrays have different length: x[%d], y[%d]", x.length, y.length));
}
return Math.sqrt(MathEx.JensenShannonDivergence(x, y));
}
}