Current section
Files
Jump to
Current section
Files
lib/distance.ex
defmodule Numerix.Distance do
@moduledoc """
Distance functions between two vectors.
"""
import Numerix.LinearAlgebra
alias Numerix.{Common, Correlation, Statistics}
alias Experimental.Flow
@doc """
Mean squared error, the average of the squares of the errors
betwen two vectors, i.e. the difference between predicted
and actual values.
"""
@spec mse([number], [number]) :: Common.maybe_float
def mse(vector1, vector2) do
vector1
|> subtract(vector2)
|> Flow.from_enumerable
|> Flow.map(&:math.pow(&1, 2))
|> Statistics.mean
end
@doc """
Root mean square error of two vectors, or simply the
square root of mean squared error of the same set of
values. It is a measure of the differences between
predicted and actual values.
"""
@spec rmse([number], [number]) :: Common.maybe_float
def rmse(vector1, vector2) do
vector1
|> mse(vector2)
|> :math.sqrt
end
@doc """
The Pearson's distance between two vectors.
"""
@spec pearson([number], [number]) :: Common.maybe_float
def pearson(vector1, vector2) do
case Correlation.pearson(vector1, vector2) do
nil -> nil
correlation -> 1.0 - correlation
end
end
@doc """
The Minkowski distance between two vectors.
"""
@spec minkowski([number], [number], integer) :: Common.maybe_float
def minkowski(vector1, vector2, p \\ 3) do
p |> norm(vector1 |> subtract(vector2))
end
@doc """
The Euclidean distance between two vectors.
"""
@spec euclidean([number], [number]) :: Common.maybe_float
def euclidean(vector1, vector2) do
vector1
|> subtract(vector2)
|> l2_norm
end
@doc """
The Manhattan distance between two vectors.
"""
@spec manhattan([number], [number]) :: Common.maybe_float
def manhattan(vector1, vector2) do
vector1
|> subtract(vector2)
|> l1_norm
end
@doc """
The Jaccard distance (1 - Jaccard index) between two vectors.
"""
@spec jaccard([number], [number]) :: Common.maybe_float
def jaccard([], []), do: 0.0
def jaccard([], _), do: nil
def jaccard(_, []), do: nil
def jaccard(vector1, vector2) do
vector1
|> Stream.zip(vector2)
|> Enum.reduce({0, 0}, fn {x, y}, {intersection, union} ->
case {x, y} do
{x, y} when x == 0 or y == 0 ->
{intersection, union}
{x, y} when x == y ->
{intersection + 1, union + 1}
_ ->
{intersection, union + 1}
end
end)
|> to_jaccard_distance
end
defp to_jaccard_distance({intersection, union}) do
1 - (intersection / union)
end
end