org.openimaj.math.statistics.distribution.metrics

Class GaussianKLDivergence

java.lang.Object

org.openimaj.math.statistics.distribution.metrics.GaussianKLDivergence

All Implemented Interfaces:

DistanceComparator<MultivariateGaussian>

public class GaussianKLDivergence
extends Object
implements DistanceComparator<MultivariateGaussian>

Calculate the KL divergence of two multivariate gaussians. Equation taken from: http://en.wikipedia.org/wiki/Multivariate_normal_distribution#Kullback.E2 .80.93Leibler_divergence

Author:

Sina Samangooei (ss@ecs.soton.ac.uk)

Constructor Summary

Constructors

Constructor and Description
GaussianKLDivergence()

Method Summary

Modifier and Type	Method and Description
double	compare(MultivariateGaussian o1, MultivariateGaussian o2) Compare two objects, returning a score or distance.
boolean	isDistance()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GaussianKLDivergence

public GaussianKLDivergence()

Method Detail

isDistance

public boolean isDistance()

Specified by:

isDistance in interface DistanceComparator<MultivariateGaussian>

Returns:

true if the comparison is a distance; false if similarity.

compare

public double compare(MultivariateGaussian o1,
                      MultivariateGaussian o2)

Description copied from interface: DistanceComparator

Compare two objects, returning a score or distance.

Specified by:

compare in interface DistanceComparator<MultivariateGaussian>

Parameters:

o1 - the first object

o2 - the second object

Returns:

a score or distance