hivemall.knn.distance.KLDivergenceUDF Maven / Gradle / Ivy

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/*
 * Licensed to the Apache Software Foundation (ASF) under one
 * or more contributor license agreements.  See the NOTICE file
 * distributed with this work for additional information
 * regarding copyright ownership.  The ASF licenses this file
 * to you under the Apache License, Version 2.0 (the
 * "License"); you may not use this file except in compliance
 * with the License.  You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing,
 * software distributed under the License is distributed on an
 * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
 * KIND, either express or implied.  See the License for the
 * specific language governing permissions and limitations
 * under the License.
 */
package hivemall.knn.distance;

import org.apache.hadoop.hive.ql.exec.Description;
import org.apache.hadoop.hive.ql.exec.UDF;
import org.apache.hadoop.hive.ql.udf.UDFType;
import org.apache.hadoop.hive.serde2.io.DoubleWritable;
import org.apache.hadoop.io.FloatWritable;

@Description(name = "kld", value = "_FUNC_(double mu1, double sigma1, double mu2, double sigma2)"
        + " - Returns KL divergence between two distributions")
@UDFType(deterministic = true, stateful = false)
//@formatter:on
public final class KLDivergenceUDF extends UDF {

    public DoubleWritable evaluate(double mu1, double sigma1, double mu2, double sigma2) {
        double d = kld(mu1, sigma1, mu2, sigma2);
        return new DoubleWritable(d);
    }

    public FloatWritable evaluate(float mu1, float sigma1, float mu2, float sigma2) {
        float f = (float) kld(mu1, sigma1, mu2, sigma2);
        return new FloatWritable(f);
    }

    public static double kld(final double mu1, final double sigma1, final double mu2,
            final double sigma2) {
        return (Math.log(sigma2 / sigma1) + sigma2 / sigma1 + Math.pow(mu1 - mu2, 2) / sigma2 - 1.d)
                * 0.5d;
    }

}