/* * RapidMiner * * Copyright (C) 2001-2011 by Rapid-I and the contributors * * Complete list of developers available at our web site: * * http://rapid-i.com * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Affero 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 Affero General Public License for more details. * * You should have received a copy of the GNU Affero General Public License * along with this program. If not, see http://www.gnu.org/licenses/. */ package com.rapidminer.tools.math.similarity.divergences; import Jama.Matrix; import com.rapidminer.example.ExampleSet; import com.rapidminer.example.Tools; import com.rapidminer.operator.OperatorException; import com.rapidminer.tools.math.matrix.CovarianceMatrix; import com.rapidminer.tools.math.similarity.BregmanDivergence; /** * The "Mahalanobis distance ". * * @author Sebastian Land, Regina Fritsch */ public class MahalanobisDistance extends BregmanDivergence { private static final long serialVersionUID = -5986526237805285428L; private Matrix inverseCovariance; @Override public double calculateDistance(double[] value1, double[] value2) { Matrix x = new Matrix(value1, value1.length); Matrix y = new Matrix(value2, value2.length); Matrix deltaxy = x.minus(y); // compute the mahalanobis distance return Math.sqrt(deltaxy.transpose().times(inverseCovariance).times(deltaxy).get(0, 0)); } @Override public void init(ExampleSet exampleSet) throws OperatorException { super.init(exampleSet); Tools.onlyNumericalAttributes(exampleSet, "value based similarities"); inverseCovariance = CovarianceMatrix.getCovarianceMatrix(exampleSet).inverse(); } @Override public String toString() { return "Mahalanobis distance"; } }