KullbackLeiblerDistanceCalculator.java

/*
 * Encog(tm) Core v3.4 - Java Version
 * http://www.heatonresearch.com/encog/
 * https://github.com/encog/encog-java-core
 
 * Copyright 2008-2016 Heaton Research, Inc.
 *
 * Licensed 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.
 *   
 * For more information on Heaton Research copyrights, licenses 
 * and trademarks visit:
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 */
package org.encog.ml.hmm.alog;

import org.encog.ml.data.MLDataSet;
import org.encog.ml.hmm.HiddenMarkovModel;

/**
 * This class produces a Kullback-Leibler estimation of the distance between two
 * HMMs. This allows the similarity of two different HMM's to be evaluated.
 * 
 * ^ Kullback, S.; Leibler, R.A. (1951). "On Information and Sufficiency".
 * Annals of Mathematical Statistics 22 (1): 79-86. doi:10.1214/aoms/1177729694.
 * MR39968.
 */
public class KullbackLeiblerDistanceCalculator {
	private int len = 1000;
	private int sequenceCount = 10;

	public double distance(final HiddenMarkovModel hmm1,
			final HiddenMarkovModel hmm2) {
		double distance = 0.;

		for (int i = 0; i < this.sequenceCount; i++) {

			final MLDataSet oseq = new MarkovGenerator(hmm1)
					.observationSequence(this.len);

			distance += (new ForwardBackwardScaledCalculator(oseq, hmm1)
					.lnProbability() - new ForwardBackwardScaledCalculator(
					oseq, hmm2).lnProbability())
					/ this.len;
		}

		return distance / this.sequenceCount;
	}

	public int getLen() {
		return this.len;
	}

	public int getSequenceCount() {
		return this.sequenceCount;
	}

	public void setLen(final int len) {
		this.len = len;
	}

	public void setSequenceCount(final int sequenceCount) {
		this.sequenceCount = sequenceCount;
	}

}