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- // Copyright 2023 Google LLC
- // SPDX-License-Identifier: Apache-2.0
- //
- // 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.
- #ifndef HIGHWAY_HWY_ROBUST_STATISTICS_H_
- #define HIGHWAY_HWY_ROBUST_STATISTICS_H_
- #include <algorithm> // std::sort, std::find_if
- #include <limits>
- #include <utility> // std::pair
- #include <vector>
- #include "hwy/base.h"
- namespace hwy {
- namespace robust_statistics {
- // Sorts integral values in ascending order (e.g. for Mode). About 3x faster
- // than std::sort for input distributions with very few unique values.
- template <class T>
- void CountingSort(T* values, size_t num_values) {
- // Unique values and their frequency (similar to flat_map).
- using Unique = std::pair<T, int>;
- std::vector<Unique> unique;
- for (size_t i = 0; i < num_values; ++i) {
- const T value = values[i];
- const auto pos =
- std::find_if(unique.begin(), unique.end(),
- [value](const Unique u) { return u.first == value; });
- if (pos == unique.end()) {
- unique.push_back(std::make_pair(value, 1));
- } else {
- ++pos->second;
- }
- }
- // Sort in ascending order of value (pair.first).
- std::sort(unique.begin(), unique.end());
- // Write that many copies of each unique value to the array.
- T* HWY_RESTRICT p = values;
- for (const auto& value_count : unique) {
- std::fill(p, p + value_count.second, value_count.first);
- p += value_count.second;
- }
- HWY_ASSERT(p == values + num_values);
- }
- // @return i in [idx_begin, idx_begin + half_count) that minimizes
- // sorted[i + half_count] - sorted[i].
- template <typename T>
- size_t MinRange(const T* const HWY_RESTRICT sorted, const size_t idx_begin,
- const size_t half_count) {
- T min_range = std::numeric_limits<T>::max();
- size_t min_idx = 0;
- for (size_t idx = idx_begin; idx < idx_begin + half_count; ++idx) {
- HWY_ASSERT(sorted[idx] <= sorted[idx + half_count]);
- const T range = sorted[idx + half_count] - sorted[idx];
- if (range < min_range) {
- min_range = range;
- min_idx = idx;
- }
- }
- return min_idx;
- }
- // Returns an estimate of the mode by calling MinRange on successively
- // halved intervals. "sorted" must be in ascending order. This is the
- // Half Sample Mode estimator proposed by Bickel in "On a fast, robust
- // estimator of the mode", with complexity O(N log N). The mode is less
- // affected by outliers in highly-skewed distributions than the median.
- // The averaging operation below assumes "T" is an unsigned integer type.
- template <typename T>
- T ModeOfSorted(const T* const HWY_RESTRICT sorted, const size_t num_values) {
- size_t idx_begin = 0;
- size_t half_count = num_values / 2;
- while (half_count > 1) {
- idx_begin = MinRange(sorted, idx_begin, half_count);
- half_count >>= 1;
- }
- const T x = sorted[idx_begin + 0];
- if (half_count == 0) {
- return x;
- }
- HWY_ASSERT(half_count == 1);
- const T average = (x + sorted[idx_begin + 1] + 1) / 2;
- return average;
- }
- // Returns the mode. Side effect: sorts "values".
- template <typename T>
- T Mode(T* values, const size_t num_values) {
- CountingSort(values, num_values);
- return ModeOfSorted(values, num_values);
- }
- template <typename T, size_t N>
- T Mode(T (&values)[N]) {
- return Mode(&values[0], N);
- }
- // Returns the median value. Side effect: sorts "values".
- template <typename T>
- T Median(T* values, const size_t num_values) {
- HWY_ASSERT(num_values != 0);
- std::sort(values, values + num_values);
- const size_t half = num_values / 2;
- // Odd count: return middle
- if (num_values % 2) {
- return values[half];
- }
- // Even count: return average of middle two.
- return (values[half] + values[half - 1] + 1) / 2;
- }
- // Returns a robust measure of variability.
- template <typename T>
- T MedianAbsoluteDeviation(const T* values, const size_t num_values,
- const T median) {
- HWY_ASSERT(num_values != 0);
- std::vector<T> abs_deviations;
- abs_deviations.reserve(num_values);
- for (size_t i = 0; i < num_values; ++i) {
- const int64_t abs = ScalarAbs(static_cast<int64_t>(values[i]) -
- static_cast<int64_t>(median));
- abs_deviations.push_back(static_cast<T>(abs));
- }
- return Median(abs_deviations.data(), num_values);
- }
- } // namespace robust_statistics
- } // namespace hwy
- #endif // HIGHWAY_HWY_ROBUST_STATISTICS_H_
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