/*
* 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 m1, double sigma1, double mu2, double sigma 2)"
+ " - Returns KL divergence between two distributions")
@UDFType(deterministic = true, stateful = false)
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;
}
}