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Diffstat (limited to 'resources/libraries/python/jumpavg/BitCountingStats.py')
-rw-r--r-- | resources/libraries/python/jumpavg/BitCountingStats.py | 169 |
1 files changed, 169 insertions, 0 deletions
diff --git a/resources/libraries/python/jumpavg/BitCountingStats.py b/resources/libraries/python/jumpavg/BitCountingStats.py new file mode 100644 index 0000000000..0addec013b --- /dev/null +++ b/resources/libraries/python/jumpavg/BitCountingStats.py @@ -0,0 +1,169 @@ +# Copyright (c) 2019 Cisco and/or its affiliates. +# 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. + +"""Module holding BitCountingStats class.""" + +import math + +from .AvgStdevStats import AvgStdevStats + + +class BitCountingStats(AvgStdevStats): + """Class for statistics which include information content of a group. + + The information content is based on an assumption that the data + consists of independent random values from a normal distribution. + + Instances are only statistics, the data itself is stored elsewhere. + + The coding needs to know the previous average, and a maximal value + so both values are required as inputs. + + This is a subclass of AvgStdevStats, even though all methods are overriden. + Only for_runs method calls the parent implementation, without using super(). + """ + + def __init__( + self, size=0, avg=None, stdev=0.0, max_value=None, prev_avg=None): + """Construct the stats object by computing from the values needed. + + The values are not sanitized, faulty callers can cause math errors. + + The None values are allowed for stats for zero size data, + but such stats can report arbitrary avg and max_value. + Stats for nonzero size data cannot contain None, + else ValueError is raised. + + The max_value needs to be numeric for nonzero size, + but its relations to avg and prev_avg are not examined. + + The bit count is not real, as that would depend on numeric precision + (number of significant bits in values). + The difference is assumed to be constant per value, + which is consistent with Gauss distribution + (but not with floating point mechanic). + The hope is the difference will have + no real impact on the classification procedure. + + :param size: Number of values participating in this group. + :param avg: Population average of the participating sample values. + :param stdev: Population standard deviation of the sample values. + :param max_value: Maximal expected value. + TODO: This might be more optimal, + but max-invariant algorithm will be nicer. + :param prev_avg: Population average of the previous group. + If None, no previous average is taken into account. + If not None, the given previous average is used to discourage + consecutive groups with similar averages + (opposite triangle distribution is assumed). + :type avg: float + :type size: int + :type stdev: float + :type max_value: Union[float, NoneType] + :type prev_avg: Union[float, NoneType] + """ + self.avg = avg + self.size = size + self.stdev = stdev + self.max_value = max_value + self.prev_avg = prev_avg + # Zero size should in principle have non-zero bits (coding zero size), + # but zero allows users to add empty groups without affecting bits. + self.bits = 0.0 + if self.size < 1: + return + if avg is None: + raise ValueError(f"Avg is None: {self!r}") + if max_value is None or max_value <= 0.0: + raise ValueError(f"Invalid max value: {self!r}") + # Length of the sequence must be also counted in bits, + # otherwise the message would not be decodable. + # Model: probability of k samples is 1/k - 1/(k+1) == 1/k/(k+1) + # This is compatible with zero size leading to zero bits. + self.bits += math.log(size * (size + 1), 2) + if prev_avg is None: + # Avg is considered to be uniformly distributed + # from zero to max_value. + self.bits += math.log(max_value + 1.0, 2) + else: + # Opposite triangle distribution with minimum. + self.bits += math.log( + max_value * (max_value + 1) / (abs(avg - prev_avg) + 1), 2) + if self.size < 2: + return + # Stdev is considered to be uniformly distributed + # from zero to max_value. That is quite a bad expectation, + # but resilient to negative samples etc. + self.bits += math.log(max_value + 1.0, 2) + # Now we know the samples lie on sphere in size-1 dimensions. + # So it is (size-2)-sphere, with radius^2 == stdev^2 * size. + # https://en.wikipedia.org/wiki/N-sphere + sphere_area_ln = math.log(2) + math.log(math.pi) * ((size - 1) / 2.0) + sphere_area_ln -= math.lgamma((size - 1) / 2.0) + sphere_area_ln += math.log(stdev + 1.0) * (size - 2) + sphere_area_ln += math.log(size) * ((size - 2) / 2.0) + self.bits += sphere_area_ln / math.log(2) + + def __str__(self): + """Return string with human readable description of the group. + + :returns: Readable description. + :rtype: str + """ + return ( + f"size={self.size} avg={self.avg} stdev={self.stdev}" + f" bits={self.bits}" + ) + + def __repr__(self): + """Return string executable as Python constructor call. + + :returns: Executable constructor call. + :rtype: str + """ + return ( + f"BitCountingStats(size={self.size!r},avg={self.avg!r}" + f",stdev={self.stdev!r},max_value={self.max_value!r}" + f",prev_avg={self.prev_avg!r})" + ) + + @classmethod + def for_runs(cls, runs, max_value=None, prev_avg=None): + """Return new stats instance describing the sequence of runs. + + If you want to append data to existing stats object, + you can simply use the stats object as the first run. + + Instead of a verb, "for" is used to start this method name, + to signify the result contains less information than the input data. + + The two optional values can come from outside of the runs provided. + + The max_value cannot be None for non-zero size data. + The implementation does not check if no datapoint exceeds max_value. + + TODO: Document the behavior for zero size result. + + :param runs: Sequence of data to describe by the new metadata. + :param max_value: Maximal expected value. + :param prev_avg: Population average of the previous group, if any. + :type runs: Iterable[Union[float, AvgStdevStats]] + :type max_value: Union[float, NoneType] + :type prev_avg: Union[float, NoneType] + :returns: The new stats instance. + :rtype: cls + """ + asd = AvgStdevStats.for_runs(runs) + ret_obj = cls(size=asd.size, avg=asd.avg, stdev=asd.stdev, + max_value=max_value, prev_avg=prev_avg) + return ret_obj |