MDL-Density-Histogram 1.1.4__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- mdl_density_histogram-1.1.4/LICENSE +201 -0
- mdl_density_histogram-1.1.4/PKG-INFO +108 -0
- mdl_density_histogram-1.1.4/README.md +89 -0
- mdl_density_histogram-1.1.4/pyproject.toml +45 -0
- mdl_density_histogram-1.1.4/setup.cfg +4 -0
- mdl_density_histogram-1.1.4/setup.py +25 -0
- mdl_density_histogram-1.1.4/src/MDL_Density_Histogram.egg-info/PKG-INFO +108 -0
- mdl_density_histogram-1.1.4/src/MDL_Density_Histogram.egg-info/SOURCES.txt +12 -0
- mdl_density_histogram-1.1.4/src/MDL_Density_Histogram.egg-info/dependency_links.txt +1 -0
- mdl_density_histogram-1.1.4/src/MDL_Density_Histogram.egg-info/requires.txt +7 -0
- mdl_density_histogram-1.1.4/src/MDL_Density_Histogram.egg-info/top_level.txt +1 -0
- mdl_density_histogram-1.1.4/src/mdl_density_hist/__init__.py +1 -0
- mdl_density_histogram-1.1.4/src/mdl_density_hist/mdl_hist.pyx +255 -0
- mdl_density_histogram-1.1.4/tests/test_main.py +197 -0
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Metadata-Version: 2.4
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Name: MDL-Density-Histogram
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Version: 1.1.4
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Summary: Cython-accelerated MDL histogram density estimation with dynamic programming, implementing Kontkanen & Myllymaki's algorithm (JMLR 2007).
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Author-email: Götz Grimmer <goetz-dev@web.de>
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Maintainer-email: Götz Grimmer <goetz-dev@web.de>
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License: Apache-2.0
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Project-URL: Repository, https://github.com/MrTarantoga/MDL-Density-Histogram
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Requires-Python: >=3.11
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Description-Content-Type: text/markdown
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License-File: LICENSE
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Provides-Extra: tests
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Requires-Dist: pytest; extra == "tests"
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Requires-Dist: pytest-xdist; extra == "tests"
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Requires-Dist: pandas; extra == "tests"
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Requires-Dist: pyarrow; extra == "tests"
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Requires-Dist: brotli; extra == "tests"
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Dynamic: license-file
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[](https://github.com/MrTarantoga/MDL-Density-Histogram/actions/workflows/python-publish.yml)
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[](https://github.com/MrTarantoga/MDL-Density-Histogram/actions/workflows/python-app.yml)
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# MDL Optimal Histogram Density Estimation
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This package provides a Cython-accelerated implementation of the **Minimum Description Length (MDL) optimal histogram density estimation** algorithm from Kontkanen & Myllymaki (2007). It uses information-theoretic principles to automatically determine optimal variable-width bins for density estimation.
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## Features
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- **MDL Principle**: Uses stochastic complexity for model selection
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- **Dynamic Programming**: Efficient O(E²·K_max) optimization (cache parametric complexity computation, speed up)
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- **Score of each *K*th bin**: The score of each bin is returned to understand the performance of different properties of the same dataset.
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- **Variable-Width Bins**: Adapts to data density variations
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- **Automatic Bin Count**: No manual parameter tuning required (except maximum bin count to consider $K_{max}$ and data resolution $\epsilon$)
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- **Cython Acceleration**: Critical operations compiled to C
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## Installation
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You can install the package using pip:
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```bash
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pip install MDL-Density-Histogram
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```
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Alternatively, you can install it from source by cloning the repository and running:
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```bash
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# From project root directory
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pip install .
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```
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Requires:
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- Python 3.11+
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- NumPy
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- Cython
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- C compiler (GCC/Clang/MSVC)
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## Usage Example
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```python
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import numpy as np
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from mdl_density_hist import mdl_optimal_histogram
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# Generate sample data
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data = np.random.normal(0, 1, 1000)
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# Compute optimal histogram
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cut_points, K_scores = mdl_optimal_histogram(data, epsilon=0.1)
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# Print score of each bin
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print(f"K_scores: {K_scores}")
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# Visualize result
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import matplotlib.pyplot as plt
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plt.hist(data, bins=cut_points, density=True)
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plt.title('MDL Optimal Histogram')
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plt.show()
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```
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## Parameters
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- `data`: Input array (1D numpy array)
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- `epsilon`: Quantization precision (default: 0.1)
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- `K_max`: Maximum number of bins (default: 10)
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## Algorithm Highlights
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- Uses **Ramanujan's factorial approximation** for efficient parametric complexity
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- Cache parameteric complexity to speed up computation
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## Paper Citation
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85
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+
Kontkanen, P., & Myllymäki, P. (2007).
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86
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+
*MDL Histogram Density Estimation*
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87
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+
Journal of Machine Learning Research 8 (2007)
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88
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+
[PDF](https://proceedings.mlr.press/v2/kontkanen07a/kontkanen07a.pdf)
|
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89
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+
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+
## License
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Apache 2.0 License - See LICENSE file
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+
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## Project Structure
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```
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src/
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├── mdl_density_hist/
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│ ├── __init__.py
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│ └── mdl_hist.pyx # Core Cython implementation
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└── pyproject.toml
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```
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## Performance Notes
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103
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- Precomputed parametric complexity using dynamic programming
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104
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- Memory-optimized array operations via NumPy
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105
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- Candidate cut point pruning for reduced search space
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For implementation details, see the [paper](https://proceedings.mlr.press/v2/kontkanen07a/kontkanen07a.pdf) and inline code comments.
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[](https://github.com/MrTarantoga/MDL-Density-Histogram/actions/workflows/python-publish.yml)
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[](https://github.com/MrTarantoga/MDL-Density-Histogram/actions/workflows/python-app.yml)
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4
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# MDL Optimal Histogram Density Estimation
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5
|
+
|
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6
|
+
This package provides a Cython-accelerated implementation of the **Minimum Description Length (MDL) optimal histogram density estimation** algorithm from Kontkanen & Myllymaki (2007). It uses information-theoretic principles to automatically determine optimal variable-width bins for density estimation.
|
|
7
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+
|
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8
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+

|
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+
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## Features
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11
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- **MDL Principle**: Uses stochastic complexity for model selection
|
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12
|
+
- **Dynamic Programming**: Efficient O(E²·K_max) optimization (cache parametric complexity computation, speed up)
|
|
13
|
+
- **Score of each *K*th bin**: The score of each bin is returned to understand the performance of different properties of the same dataset.
|
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14
|
+
- **Variable-Width Bins**: Adapts to data density variations
|
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15
|
+
- **Automatic Bin Count**: No manual parameter tuning required (except maximum bin count to consider $K_{max}$ and data resolution $\epsilon$)
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- **Cython Acceleration**: Critical operations compiled to C
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+
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## Installation
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You can install the package using pip:
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```bash
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pip install MDL-Density-Histogram
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```
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+
Alternatively, you can install it from source by cloning the repository and running:
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```bash
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# From project root directory
|
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26
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pip install .
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```
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Requires:
|
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- Python 3.11+
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- NumPy
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- Cython
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- C compiler (GCC/Clang/MSVC)
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## Usage Example
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```python
|
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import numpy as np
|
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38
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+
from mdl_density_hist import mdl_optimal_histogram
|
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+
|
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40
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# Generate sample data
|
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data = np.random.normal(0, 1, 1000)
|
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+
|
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43
|
+
# Compute optimal histogram
|
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44
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+
cut_points, K_scores = mdl_optimal_histogram(data, epsilon=0.1)
|
|
45
|
+
|
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46
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# Print score of each bin
|
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print(f"K_scores: {K_scores}")
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|
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# Visualize result
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import matplotlib.pyplot as plt
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plt.hist(data, bins=cut_points, density=True)
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plt.title('MDL Optimal Histogram')
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plt.show()
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+
```
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|
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56
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## Parameters
|
|
57
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- `data`: Input array (1D numpy array)
|
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58
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- `epsilon`: Quantization precision (default: 0.1)
|
|
59
|
+
- `K_max`: Maximum number of bins (default: 10)
|
|
60
|
+
|
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61
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+
## Algorithm Highlights
|
|
62
|
+
- Uses **Ramanujan's factorial approximation** for efficient parametric complexity
|
|
63
|
+
- Cache parameteric complexity to speed up computation
|
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64
|
+
|
|
65
|
+
## Paper Citation
|
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66
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+
Kontkanen, P., & Myllymäki, P. (2007).
|
|
67
|
+
*MDL Histogram Density Estimation*
|
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68
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+
Journal of Machine Learning Research 8 (2007)
|
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69
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[PDF](https://proceedings.mlr.press/v2/kontkanen07a/kontkanen07a.pdf)
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## License
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Apache 2.0 License - See LICENSE file
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73
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|
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## Project Structure
|
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75
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```
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src/
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├── mdl_density_hist/
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│ ├── __init__.py
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│ └── mdl_hist.pyx # Core Cython implementation
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└── pyproject.toml
|
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```
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|
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83
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## Performance Notes
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84
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- Precomputed parametric complexity using dynamic programming
|
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85
|
+
- Memory-optimized array operations via NumPy
|
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86
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- Candidate cut point pruning for reduced search space
|
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87
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+
|
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88
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+
|
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89
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For implementation details, see the [paper](https://proceedings.mlr.press/v2/kontkanen07a/kontkanen07a.pdf) and inline code comments.
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[build-system]
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requires = ["setuptools", "cython", "wheel", "numpy"]
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build-backend = "setuptools.build_meta"
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[project]
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name = "MDL-Density-Histogram"
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version = "1.1.4"
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requires-python = ">= 3.11"
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description = "Cython-accelerated MDL histogram density estimation with dynamic programming, implementing Kontkanen & Myllymaki's algorithm (JMLR 2007)."
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authors = [
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{name = "Götz Grimmer", email = "goetz-dev@web.de"}
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]
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maintainers = [
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{name = "Götz Grimmer", email = "goetz-dev@web.de"}
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]
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license = {text = "Apache-2.0"}
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readme = "README.md"
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[project.urls]
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Repository = "https://github.com/MrTarantoga/MDL-Density-Histogram"
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[project.optional-dependencies]
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tests = [
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"pytest",
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"pytest-xdist",
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"pandas",
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"pyarrow",
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"brotli"
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]
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[tool.setuptools.packages.find]
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where = ["src"]
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[tool.setuptools]
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package-dir = {"" = "src"}
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[tool.cibuildwheel.linux.environment]
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CFLAGS = "-O3 -funroll-loops -flto -ftree-vectorize"
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[tool.cibuildwheel.macos.environment]
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CFLAGS = "-O3 -funroll-loops -flto -ftree-vectorize"
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[tool.cibuildwheel.windows.environment]
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# Use /O2 instead of -O3 for MSVC; /GL enables link-time optimization
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CFLAGS = "/O2 /GL"
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from setuptools import setup, Extension
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# Use Cython.Build instead of Cython.Distutils
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from Cython.Build import build_ext
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import numpy as np
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# Define the source directory relative to setup.py
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SRC_DIR = "src/mdl_density_hist"
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# Define the Cython extension
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ext_1 = Extension(
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name="mdl_density_hist.mdl_hist",
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sources=[SRC_DIR + "/mdl_hist.pyx"],
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libraries=[],
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include_dirs=[np.get_include()]
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)
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EXTENSIONS = [ext_1]
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# Setup configuration focused only on building the extension
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# Remove the __name__ == "__main__" guard
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setup(
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# Removed packages and package_dir
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cmdclass={"build_ext": build_ext},
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ext_modules=EXTENSIONS
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)
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Metadata-Version: 2.4
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Name: MDL-Density-Histogram
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3
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Version: 1.1.4
|
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4
|
+
Summary: Cython-accelerated MDL histogram density estimation with dynamic programming, implementing Kontkanen & Myllymaki's algorithm (JMLR 2007).
|
|
5
|
+
Author-email: Götz Grimmer <goetz-dev@web.de>
|
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Maintainer-email: Götz Grimmer <goetz-dev@web.de>
|
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License: Apache-2.0
|
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Project-URL: Repository, https://github.com/MrTarantoga/MDL-Density-Histogram
|
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Requires-Python: >=3.11
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Description-Content-Type: text/markdown
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License-File: LICENSE
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Provides-Extra: tests
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Requires-Dist: pytest; extra == "tests"
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Requires-Dist: pytest-xdist; extra == "tests"
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Requires-Dist: pandas; extra == "tests"
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Requires-Dist: pyarrow; extra == "tests"
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Requires-Dist: brotli; extra == "tests"
|
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Dynamic: license-file
|
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19
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+
|
|
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+
[](https://github.com/MrTarantoga/MDL-Density-Histogram/actions/workflows/python-publish.yml)
|
|
21
|
+
[](https://github.com/MrTarantoga/MDL-Density-Histogram/actions/workflows/python-app.yml)
|
|
22
|
+
|
|
23
|
+
# MDL Optimal Histogram Density Estimation
|
|
24
|
+
|
|
25
|
+
This package provides a Cython-accelerated implementation of the **Minimum Description Length (MDL) optimal histogram density estimation** algorithm from Kontkanen & Myllymaki (2007). It uses information-theoretic principles to automatically determine optimal variable-width bins for density estimation.
|
|
26
|
+
|
|
27
|
+

|
|
28
|
+
|
|
29
|
+
## Features
|
|
30
|
+
- **MDL Principle**: Uses stochastic complexity for model selection
|
|
31
|
+
- **Dynamic Programming**: Efficient O(E²·K_max) optimization (cache parametric complexity computation, speed up)
|
|
32
|
+
- **Score of each *K*th bin**: The score of each bin is returned to understand the performance of different properties of the same dataset.
|
|
33
|
+
- **Variable-Width Bins**: Adapts to data density variations
|
|
34
|
+
- **Automatic Bin Count**: No manual parameter tuning required (except maximum bin count to consider $K_{max}$ and data resolution $\epsilon$)
|
|
35
|
+
- **Cython Acceleration**: Critical operations compiled to C
|
|
36
|
+
|
|
37
|
+
## Installation
|
|
38
|
+
You can install the package using pip:
|
|
39
|
+
```bash
|
|
40
|
+
pip install MDL-Density-Histogram
|
|
41
|
+
```
|
|
42
|
+
Alternatively, you can install it from source by cloning the repository and running:
|
|
43
|
+
```bash
|
|
44
|
+
# From project root directory
|
|
45
|
+
pip install .
|
|
46
|
+
```
|
|
47
|
+
|
|
48
|
+
Requires:
|
|
49
|
+
- Python 3.11+
|
|
50
|
+
- NumPy
|
|
51
|
+
- Cython
|
|
52
|
+
- C compiler (GCC/Clang/MSVC)
|
|
53
|
+
|
|
54
|
+
## Usage Example
|
|
55
|
+
```python
|
|
56
|
+
import numpy as np
|
|
57
|
+
from mdl_density_hist import mdl_optimal_histogram
|
|
58
|
+
|
|
59
|
+
# Generate sample data
|
|
60
|
+
data = np.random.normal(0, 1, 1000)
|
|
61
|
+
|
|
62
|
+
# Compute optimal histogram
|
|
63
|
+
cut_points, K_scores = mdl_optimal_histogram(data, epsilon=0.1)
|
|
64
|
+
|
|
65
|
+
# Print score of each bin
|
|
66
|
+
print(f"K_scores: {K_scores}")
|
|
67
|
+
|
|
68
|
+
# Visualize result
|
|
69
|
+
import matplotlib.pyplot as plt
|
|
70
|
+
plt.hist(data, bins=cut_points, density=True)
|
|
71
|
+
plt.title('MDL Optimal Histogram')
|
|
72
|
+
plt.show()
|
|
73
|
+
```
|
|
74
|
+
|
|
75
|
+
## Parameters
|
|
76
|
+
- `data`: Input array (1D numpy array)
|
|
77
|
+
- `epsilon`: Quantization precision (default: 0.1)
|
|
78
|
+
- `K_max`: Maximum number of bins (default: 10)
|
|
79
|
+
|
|
80
|
+
## Algorithm Highlights
|
|
81
|
+
- Uses **Ramanujan's factorial approximation** for efficient parametric complexity
|
|
82
|
+
- Cache parameteric complexity to speed up computation
|
|
83
|
+
|
|
84
|
+
## Paper Citation
|
|
85
|
+
Kontkanen, P., & Myllymäki, P. (2007).
|
|
86
|
+
*MDL Histogram Density Estimation*
|
|
87
|
+
Journal of Machine Learning Research 8 (2007)
|
|
88
|
+
[PDF](https://proceedings.mlr.press/v2/kontkanen07a/kontkanen07a.pdf)
|
|
89
|
+
|
|
90
|
+
## License
|
|
91
|
+
Apache 2.0 License - See LICENSE file
|
|
92
|
+
|
|
93
|
+
## Project Structure
|
|
94
|
+
```
|
|
95
|
+
src/
|
|
96
|
+
├── mdl_density_hist/
|
|
97
|
+
│ ├── __init__.py
|
|
98
|
+
│ └── mdl_hist.pyx # Core Cython implementation
|
|
99
|
+
└── pyproject.toml
|
|
100
|
+
```
|
|
101
|
+
|
|
102
|
+
## Performance Notes
|
|
103
|
+
- Precomputed parametric complexity using dynamic programming
|
|
104
|
+
- Memory-optimized array operations via NumPy
|
|
105
|
+
- Candidate cut point pruning for reduced search space
|
|
106
|
+
|
|
107
|
+
|
|
108
|
+
For implementation details, see the [paper](https://proceedings.mlr.press/v2/kontkanen07a/kontkanen07a.pdf) and inline code comments.
|
|
@@ -0,0 +1,12 @@
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LICENSE
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README.md
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pyproject.toml
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setup.py
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src/MDL_Density_Histogram.egg-info/PKG-INFO
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src/MDL_Density_Histogram.egg-info/SOURCES.txt
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src/MDL_Density_Histogram.egg-info/dependency_links.txt
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src/MDL_Density_Histogram.egg-info/requires.txt
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src/MDL_Density_Histogram.egg-info/top_level.txt
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src/mdl_density_hist/__init__.py
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src/mdl_density_hist/mdl_hist.pyx
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tests/test_main.py
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mdl_density_hist
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@@ -0,0 +1 @@
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|
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from .mdl_hist import mdl_optimal_histogram
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|
@@ -0,0 +1,255 @@
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# cython: language_level=3
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|
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# cython: boundscheck=False
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# cython: wraparound=False
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# cython: nonecheck=False
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# cython: binding=False
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# cython: cdivision=True
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import numpy as np
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9
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+
cimport cython
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10
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+
from libc.math cimport floor, log, INFINITY, exp
|
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11
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+
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12
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+
cdef const double PI = 3.1415926535897932384626433832795028841971693993751058209749445923078164062
|
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13
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+
|
|
14
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+
cdef double log_fac_by_Ramanujan(const unsigned long long n):
|
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15
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+
assert n >= 0, "N is only allowed to be [0, inf)"
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16
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+
cdef double term_1, term_2, term_3, result
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17
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+
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18
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+
if n <= 1:
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19
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+
return log(1.0)
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20
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+
else:
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21
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+
term_1 = <double>n * log(n) - <double>n
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22
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+
term_2 = log(<double>n * <double>(1 + 4 * n * (1 + 2 * n))) / 6.0
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23
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+
term_3 = log(PI) / 2.0
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24
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+
result = term_1 + term_2 + term_3
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25
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+
return result
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26
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+
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27
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+
def quantize_data(const double [:] x, const double epsilon):
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28
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+
assert len(x) > 2, "The x must contain [2, inf)"
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29
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+
assert epsilon > 0, "Epsilon must be positive"
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30
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+
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31
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+
n_bins = int(np.ceil((np.max(x) - np.min(x)) / epsilon)) + 1
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32
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+
bins = np.arange(
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33
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+
np.min(x), np.max(x) + n_bins * epsilon + 1e-10, epsilon
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34
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+
)
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35
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+
data_disc = []
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36
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+
for lower_bin, upper_bin in zip(bins, bins[1:]):
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37
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+
number_bins = np.argwhere(np.logical_and(x < upper_bin, x >= lower_bin) == True).shape[0]
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38
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+
data_disc += [lower_bin]*number_bins
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39
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+
return np.asarray(data_disc)
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40
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+
|
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41
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+
def generate_candidate_cut_points(const double [:] x, const double epsilon):
|
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42
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+
"""Generate candidate cut points between data points (Equation 22)"""
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43
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+
assert len(x) > 2, "The x must contain [2, inf)"
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44
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+
assert epsilon > 0, "Epsilon must be positive"
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45
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+
|
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46
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+
x = np.sort(x)
|
|
47
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+
candidates = []
|
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48
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+
|
|
49
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+
for _x in x:
|
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50
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+
candidates.extend([_x - epsilon/2, _x + epsilon/2])
|
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51
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+
|
|
52
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+
# Remove duplicates and sort
|
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53
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+
candidates = sorted(list(set(candidates)))
|
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54
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+
|
|
55
|
+
# Remove implicit boundaries
|
|
56
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+
implicit_lower = min(x) - epsilon/2
|
|
57
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+
candidates = np.delete(candidates, np.argwhere(candidates == implicit_lower).flatten())
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|
58
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+
|
|
59
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+
return candidates
|
|
60
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+
|
|
61
|
+
cpdef unsigned long long[:] precompute_n_e(const double [:] data, const double [:] candidates):
|
|
62
|
+
"""Precompute n_e: number of data points in [x_min, c_e] (Section 4)"""
|
|
63
|
+
n_e = np.zeros(len(candidates), dtype=np.uint64) # Include E+1
|
|
64
|
+
cdef Py_ssize_t i, d
|
|
65
|
+
cdef double c
|
|
66
|
+
|
|
67
|
+
for i, c in enumerate(candidates):
|
|
68
|
+
# Count data
|
|
69
|
+
for d in range(len(data)):
|
|
70
|
+
if data[d] < c:
|
|
71
|
+
n_e[i] += 1
|
|
72
|
+
return n_e
|
|
73
|
+
|
|
74
|
+
cdef double compute_parametric_complexity(const unsigned long long n, const unsigned long long K):
|
|
75
|
+
cdef double R_prev2 = 1.0 # R_n_h(K-2)
|
|
76
|
+
cdef double R_current = 0.0 # R_n_h(K)
|
|
77
|
+
cdef double R_prev1 = 0.0 # R_n_h(K-1)
|
|
78
|
+
cdef unsigned long long h2, h1, k
|
|
79
|
+
cdef double term_1, term_2, term_3
|
|
80
|
+
cdef double log_n = log(n)
|
|
81
|
+
|
|
82
|
+
if K == 0:
|
|
83
|
+
return 1.0
|
|
84
|
+
|
|
85
|
+
if K >= 1:
|
|
86
|
+
# Precompute log(n) once for all h2 iterations
|
|
87
|
+
for h2 in range(n + 1):
|
|
88
|
+
h1 = n - h2
|
|
89
|
+
term_1 = log_fac_by_Ramanujan(n) - (log_fac_by_Ramanujan(h1) + log_fac_by_Ramanujan(h2))
|
|
90
|
+
|
|
91
|
+
if h1 != 0:
|
|
92
|
+
term_2 = (log(<double>h1) - log_n) * <double>h1
|
|
93
|
+
else:
|
|
94
|
+
term_2 = 0.0
|
|
95
|
+
|
|
96
|
+
if h2 != 0:
|
|
97
|
+
term_3 = (log(<double>h2) - log_n) * <double>h2
|
|
98
|
+
else:
|
|
99
|
+
term_3 = 0.0
|
|
100
|
+
|
|
101
|
+
R_current += exp(term_1 + term_2 + term_3)
|
|
102
|
+
|
|
103
|
+
if K >= 2:
|
|
104
|
+
R_prev1 = R_current # R_n_h(1)
|
|
105
|
+
for k in range(2, K + 1):
|
|
106
|
+
R_current = R_prev1 + (<double>n / <double>(k-1)) * R_prev2
|
|
107
|
+
R_prev2 = R_prev1
|
|
108
|
+
R_prev1 = R_current
|
|
109
|
+
|
|
110
|
+
return R_current
|
|
111
|
+
|
|
112
|
+
cdef double dp_func_init(const unsigned long long [:] n_e,
|
|
113
|
+
const double [:] x,
|
|
114
|
+
const unsigned long long n,
|
|
115
|
+
const double [:] candidates,
|
|
116
|
+
const unsigned long long e,
|
|
117
|
+
const double epsilon):
|
|
118
|
+
cdef double term1, term2, best_score, candidates_val, x_min
|
|
119
|
+
cdef unsigned long long n_e_val = <unsigned long long>n_e[e]
|
|
120
|
+
|
|
121
|
+
if n_e_val != 0:
|
|
122
|
+
candidates_val = <double>candidates[e]
|
|
123
|
+
x_min = <double>np.min(x)
|
|
124
|
+
|
|
125
|
+
term1 = log(epsilon * <double>n_e_val)
|
|
126
|
+
term2 = log((candidates_val - (x_min - epsilon / 2.0)) * <double>n)
|
|
127
|
+
best_score = -<double>n_e_val * (term1 - term2)
|
|
128
|
+
return best_score
|
|
129
|
+
else:
|
|
130
|
+
return 0.0
|
|
131
|
+
|
|
132
|
+
cdef tuple dp_func(const unsigned long long [:] n_e,
|
|
133
|
+
const double [:] x,
|
|
134
|
+
const unsigned long long n,
|
|
135
|
+
const double [:] candidates,
|
|
136
|
+
const unsigned long long K,
|
|
137
|
+
const unsigned long long E,
|
|
138
|
+
const unsigned long long e,
|
|
139
|
+
const double epsilon,
|
|
140
|
+
double[:, :] DP_table,
|
|
141
|
+
dict[tuple[unsigned long long, unsigned long long], double] cache):
|
|
142
|
+
cdef double e_prime_best_score = INFINITY
|
|
143
|
+
cdef double best_score = INFINITY
|
|
144
|
+
cdef unsigned long long e_prime
|
|
145
|
+
cdef unsigned long long n_k
|
|
146
|
+
cdef double bin_width
|
|
147
|
+
cdef double term1, term2, term3, score
|
|
148
|
+
cdef double R, R_prime
|
|
149
|
+
|
|
150
|
+
for e_prime in range(K-1, e):
|
|
151
|
+
n_k = n_e[e] - n_e[e_prime]
|
|
152
|
+
bin_width = candidates[e] - candidates[e_prime]
|
|
153
|
+
|
|
154
|
+
if n_k != 0:
|
|
155
|
+
term1 = <double>n_k * (log(epsilon * <double>n_k) - log(bin_width * <double>n))
|
|
156
|
+
else:
|
|
157
|
+
term1 = 0.0
|
|
158
|
+
|
|
159
|
+
if (n_e[e], K) in cache:
|
|
160
|
+
R = cache[n_e[e], K]
|
|
161
|
+
else:
|
|
162
|
+
R = compute_parametric_complexity(n_e[e], K)
|
|
163
|
+
cache[n_e[e], K] = R
|
|
164
|
+
|
|
165
|
+
if (n_e[e_prime], K-1) in cache:
|
|
166
|
+
R_prime = cache[n_e[e_prime], K-1]
|
|
167
|
+
else:
|
|
168
|
+
R_prime = compute_parametric_complexity(n_e[e_prime], K - 1)
|
|
169
|
+
cache[n_e[e_prime], K-1] = R_prime
|
|
170
|
+
|
|
171
|
+
term2 = log(R / R_prime)
|
|
172
|
+
term3 = log(<double>(E - K + 4) / <double>K)
|
|
173
|
+
|
|
174
|
+
assert DP_table[K-1, e_prime] != INFINITY, "DP_table contain a infinity error, that is not allowed"
|
|
175
|
+
|
|
176
|
+
score = DP_table[K-1, e_prime] - term1 + term2 + term3
|
|
177
|
+
if score < best_score:
|
|
178
|
+
e_prime_best_score = <double>e_prime
|
|
179
|
+
best_score = score
|
|
180
|
+
|
|
181
|
+
return (e_prime_best_score, best_score)
|
|
182
|
+
|
|
183
|
+
|
|
184
|
+
|
|
185
|
+
def mdl_optimal_histogram(const double [:] data,
|
|
186
|
+
const double epsilon=0.1,
|
|
187
|
+
const unsigned long long K_max=10):
|
|
188
|
+
cdef double[:] K_scores
|
|
189
|
+
cdef unsigned long long n = data.shape[0]
|
|
190
|
+
cdef unsigned long long i
|
|
191
|
+
cdef unsigned long long K, e, K_best, e_pos,
|
|
192
|
+
cdef double[:] candidates
|
|
193
|
+
cdef unsigned long long[:] n_e
|
|
194
|
+
cdef unsigned long long E
|
|
195
|
+
cdef double[:, :] dp_table_score
|
|
196
|
+
cdef int[:, :] dp_table_e_prime
|
|
197
|
+
cdef double best_score
|
|
198
|
+
cdef list optimal_cut_points
|
|
199
|
+
|
|
200
|
+
# Check for valid input data
|
|
201
|
+
assert len(data) > 2, "The data must contain more than 2 datapoints"
|
|
202
|
+
assert epsilon > 0, "The epsilon must be positive"
|
|
203
|
+
|
|
204
|
+
# Step 0: Create lookup dictionary for parametric compute_parametric_complexity
|
|
205
|
+
cdef dict[tuple[unsigned long long, unsigned long long], double] cpc_cache = {}
|
|
206
|
+
|
|
207
|
+
# Step 1: Quantize data
|
|
208
|
+
data = quantize_data(data, epsilon)
|
|
209
|
+
|
|
210
|
+
# Step 3: Generate candidate cut points
|
|
211
|
+
candidates = generate_candidate_cut_points(data, epsilon)
|
|
212
|
+
E = candidates.shape[0] - 1 # Exclude implicit outer boundary
|
|
213
|
+
|
|
214
|
+
# Step 4: Precompute n_e
|
|
215
|
+
n_e = precompute_n_e(data, candidates)
|
|
216
|
+
|
|
217
|
+
assert K_max > 1, "K_max must be [2, inf)"
|
|
218
|
+
|
|
219
|
+
# Step 5: Initialize DP tables
|
|
220
|
+
dp_table_score = np.full((K_max + 1, E + 1), INFINITY, dtype=np.float64)
|
|
221
|
+
dp_table_e_prime = np.full((K_max + 1, E + 1), -1, dtype=np.int32)
|
|
222
|
+
|
|
223
|
+
# Initialize DP table for K=0
|
|
224
|
+
for e in range(E + 1):
|
|
225
|
+
dp_table_score[0, e] = dp_func_init(n_e, data, n, candidates, e, epsilon)
|
|
226
|
+
|
|
227
|
+
# Fill DP table for K >= 1
|
|
228
|
+
for K in range(1, K_max + 1):
|
|
229
|
+
for e in range(K, E + 1):
|
|
230
|
+
dp_table_e_prime[K, e], dp_table_score[K, e] = dp_func(
|
|
231
|
+
n_e, data, n, candidates, K, E, e, epsilon, dp_table_score, cpc_cache
|
|
232
|
+
)
|
|
233
|
+
|
|
234
|
+
# Find best K
|
|
235
|
+
K_best = 0
|
|
236
|
+
K_scores = dp_table_score[:, E]
|
|
237
|
+
|
|
238
|
+
best_score = dp_table_score[0, E]
|
|
239
|
+
for K in range(1, K_max + 1):
|
|
240
|
+
if dp_table_score[K, E] < best_score:
|
|
241
|
+
best_score = dp_table_score[K, E]
|
|
242
|
+
K_best = K
|
|
243
|
+
|
|
244
|
+
# Backtrack to find optimal cut points
|
|
245
|
+
optimal_cut_points = [candidates[E]]
|
|
246
|
+
e_pos = E
|
|
247
|
+
for K in range(K_best - 1, 0, -1):
|
|
248
|
+
e_pos = dp_table_e_prime[K, e_pos]
|
|
249
|
+
optimal_cut_points.append(candidates[e_pos])
|
|
250
|
+
|
|
251
|
+
# Add min and sort
|
|
252
|
+
optimal_cut_points.append(np.min(data))
|
|
253
|
+
optimal_cut_points.sort()
|
|
254
|
+
|
|
255
|
+
return np.array(optimal_cut_points, dtype=np.float64), np.array(K_scores, dtype=np.float64)
|
|
@@ -0,0 +1,197 @@
|
|
|
1
|
+
import numpy as np
|
|
2
|
+
import pandas as pd
|
|
3
|
+
import pytest
|
|
4
|
+
from pathlib import Path
|
|
5
|
+
from mdl_density_hist import mdl_optimal_histogram
|
|
6
|
+
|
|
7
|
+
import sys
|
|
8
|
+
|
|
9
|
+
sys.dont_write_bytecode = True
|
|
10
|
+
|
|
11
|
+
K_max = 100
|
|
12
|
+
epsilon = 0.1
|
|
13
|
+
|
|
14
|
+
@pytest.fixture
|
|
15
|
+
def rootdir_path(request):
|
|
16
|
+
return request.config.rootdir
|
|
17
|
+
|
|
18
|
+
def test_gmm3_id_0(rootdir_path):
|
|
19
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm3_samples.parquet.brotli")
|
|
20
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm3_samples_MDL_lower_bins.parquet.brotli")
|
|
21
|
+
id = 0
|
|
22
|
+
|
|
23
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
24
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
25
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
26
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
27
|
+
|
|
28
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
29
|
+
|
|
30
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
31
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|
|
32
|
+
|
|
33
|
+
def test_gmm3_id_1(rootdir_path):
|
|
34
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm3_samples.parquet.brotli")
|
|
35
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm3_samples_MDL_lower_bins.parquet.brotli")
|
|
36
|
+
id = 1
|
|
37
|
+
|
|
38
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
39
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
40
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
41
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
42
|
+
|
|
43
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
44
|
+
|
|
45
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
46
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|
|
47
|
+
|
|
48
|
+
def test_gmm3_id_2(rootdir_path):
|
|
49
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm3_samples.parquet.brotli")
|
|
50
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm3_samples_MDL_lower_bins.parquet.brotli")
|
|
51
|
+
id = 2
|
|
52
|
+
|
|
53
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
54
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
55
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
56
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
57
|
+
|
|
58
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
59
|
+
|
|
60
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
61
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|
|
62
|
+
|
|
63
|
+
|
|
64
|
+
def test_gmm4_id_0(rootdir_path):
|
|
65
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm4_samples.parquet.brotli")
|
|
66
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm4_samples_MDL_lower_bins.parquet.brotli")
|
|
67
|
+
id = 0
|
|
68
|
+
|
|
69
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
70
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
71
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
72
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
73
|
+
|
|
74
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
75
|
+
|
|
76
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
77
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|
|
78
|
+
|
|
79
|
+
def test_gmm4_id_1(rootdir_path):
|
|
80
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm4_samples.parquet.brotli")
|
|
81
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm4_samples_MDL_lower_bins.parquet.brotli")
|
|
82
|
+
id = 1
|
|
83
|
+
|
|
84
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
85
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
86
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
87
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
88
|
+
|
|
89
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
90
|
+
|
|
91
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
92
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|
|
93
|
+
|
|
94
|
+
def test_gmm4_id_2(rootdir_path):
|
|
95
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm4_samples.parquet.brotli")
|
|
96
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm4_samples_MDL_lower_bins.parquet.brotli")
|
|
97
|
+
id = 2
|
|
98
|
+
|
|
99
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
100
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
101
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
102
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
103
|
+
|
|
104
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
105
|
+
|
|
106
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
107
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|
|
108
|
+
|
|
109
|
+
def test_gmm4_id_3(rootdir_path):
|
|
110
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm4_samples.parquet.brotli")
|
|
111
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm4_samples_MDL_lower_bins.parquet.brotli")
|
|
112
|
+
id = 3
|
|
113
|
+
|
|
114
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
115
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
116
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
117
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
118
|
+
|
|
119
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
120
|
+
|
|
121
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
122
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|
|
123
|
+
|
|
124
|
+
def test_gmm5_id_0(rootdir_path):
|
|
125
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm5_samples.parquet.brotli")
|
|
126
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm5_samples_MDL_lower_bins.parquet.brotli")
|
|
127
|
+
id = 0
|
|
128
|
+
|
|
129
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
130
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
131
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
132
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
133
|
+
|
|
134
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
135
|
+
|
|
136
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
137
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|
|
138
|
+
|
|
139
|
+
def test_gmm5_id_1(rootdir_path):
|
|
140
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm5_samples.parquet.brotli")
|
|
141
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm5_samples_MDL_lower_bins.parquet.brotli")
|
|
142
|
+
id = 1
|
|
143
|
+
|
|
144
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
145
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
146
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
147
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
148
|
+
|
|
149
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
150
|
+
|
|
151
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
152
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|
|
153
|
+
|
|
154
|
+
def test_gmm5_id_2(rootdir_path):
|
|
155
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm5_samples.parquet.brotli")
|
|
156
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm5_samples_MDL_lower_bins.parquet.brotli")
|
|
157
|
+
id = 2
|
|
158
|
+
|
|
159
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
160
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
161
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
162
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
163
|
+
|
|
164
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
165
|
+
|
|
166
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
167
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|
|
168
|
+
|
|
169
|
+
def test_gmm5_id_3(rootdir_path):
|
|
170
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm5_samples.parquet.brotli")
|
|
171
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm5_samples_MDL_lower_bins.parquet.brotli")
|
|
172
|
+
id = 3
|
|
173
|
+
|
|
174
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
175
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
176
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
177
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
178
|
+
|
|
179
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
180
|
+
|
|
181
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
182
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|
|
183
|
+
|
|
184
|
+
def test_gmm5_id_4(rootdir_path):
|
|
185
|
+
gmmX_ds = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm5_samples.parquet.brotli")
|
|
186
|
+
gmmX_mdl_lower_bins = pd.read_parquet(Path(rootdir_path) / Path("tests") / "gmm5_samples_MDL_lower_bins.parquet.brotli")
|
|
187
|
+
id = 4
|
|
188
|
+
|
|
189
|
+
assert all(np.unique(gmmX_ds["dataset_id"]) == np.unique(gmmX_mdl_lower_bins["dataset_id"])), "The number of dataset ids must equal"
|
|
190
|
+
dataset = gmmX_ds[gmmX_ds["dataset_id"] == id]["value"].to_numpy()
|
|
191
|
+
lower_bins_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["lower_bin"].dropna().to_numpy()
|
|
192
|
+
K_scores_true = gmmX_mdl_lower_bins[gmmX_mdl_lower_bins["dataset_id"] == id]["K_score"].to_numpy()
|
|
193
|
+
|
|
194
|
+
lower_bins_pred, K_scores_pred = mdl_optimal_histogram(dataset, K_max=K_max, epsilon=epsilon)
|
|
195
|
+
|
|
196
|
+
np.testing.assert_array_almost_equal(lower_bins_pred, lower_bins_true, decimal=5)
|
|
197
|
+
np.testing.assert_allclose(K_scores_pred, K_scores_true, rtol=1e-5)
|