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/*
* Copyright (c) "Neo4j"
* Neo4j Sweden AB [http://neo4j.com]
*
* This file is part of Neo4j.
*
* Neo4j 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 .
*/
package org.neo4j.gds.similarity.knn.metrics;
/**
* Here we compute Pearson correlation coefficient and turn that into a metric.
*
* We use the formula from https://en.wikipedia.org/wiki/Pearson_correlation_coefficient#For_a_sample for the Pearson
* computation.
*
* If input arrays are of different length we ignore the longer tail.
*
* In the end we turn Pearson's r into a metric moving it to the range 0..1
*/
public final class Pearson {
private Pearson() {}
public static double floatMetric(float[] a, float[] b) {
int n = Math.min(a.length, b.length);
// compute sample means
double sumA = 0d;
double sumB = 0d;
for (int i = 0; i < n; i++) {
sumA += a[i];
sumB += b[i];
}
double meanA = sumA / n;
double meanB = sumB / n;
// compute sums
double sumOfProductOfADeltaBDelta = 0d;
double sumOfADeltaSquared = 0d;
double sumOfBDeltaSquared = 0d;
for (int i = 0; i < n; i++) {
double aDelta = a[i] - meanA;
double bDelta = b[i] - meanB;
sumOfProductOfADeltaBDelta += aDelta * bDelta;
sumOfADeltaSquared += aDelta * aDelta;
sumOfBDeltaSquared += bDelta * bDelta;
}
// final formula
double r = sumOfProductOfADeltaBDelta/ (Math.sqrt(sumOfADeltaSquared * sumOfBDeltaSquared));
// now turn it into a metric; Pearson's r is in the range -1..1 and we want to land it in 0..1
return (r+1)/ 2;
}
public static double doubleMetric(double[] a, double[] b) {
int n = Math.min(a.length, b.length);
// compute sample means
double sumA = 0d;
double sumB = 0d;
for (int i = 0; i < n; i++) {
sumA += a[i];
sumB += b[i];
}
double meanA = sumA / n;
double meanB = sumB / n;
// compute sums
double sumOfProductOfADeltaBDelta = 0d;
double sumOfADeltaSquared = 0d;
double sumOfBDeltaSquared = 0d;
for (int i = 0; i < n; i++) {
double aDelta = a[i] - meanA;
double bDelta = b[i] - meanB;
sumOfProductOfADeltaBDelta += aDelta * bDelta;
sumOfADeltaSquared += aDelta * aDelta;
sumOfBDeltaSquared += bDelta * bDelta;
}
// final formula
double r = sumOfProductOfADeltaBDelta/ (Math.sqrt(sumOfADeltaSquared * sumOfBDeltaSquared));
// now turn it into a metric; Pearson's r is in the range -1..1 and we want to land it in 0..1
return (r+1)/ 2;
}
}
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