/*
* RapidMiner
*
* Copyright (C) 2001-2014 by RapidMiner and the contributors
*
* Complete list of developers available at our web site:
*
* http://rapidminer.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";
}
}