// Copyright 2017 Google Inc. All Rights Reserved. // // 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 HIGHWAYHASH_ROBUST_STATISTICS_H_ #define HIGHWAYHASH_ROBUST_STATISTICS_H_ // Robust statistics: Mode, Median, MedianAbsoluteDeviation. #include #include #include #include #include #include #include "highwayhash/arch_specific.h" #include "highwayhash/compiler_specific.h" namespace highwayhash { // @return i in [idx_begin, idx_begin + half_count) that minimizes // sorted[i + half_count] - sorted[i]. template size_t MinRange(const T* const HH_RESTRICT sorted, const size_t idx_begin, const size_t half_count) { T min_range = std::numeric_limits::max(); size_t min_idx = 0; for (size_t idx = idx_begin; idx < idx_begin + half_count; ++idx) { 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 T Mode(const T* const HH_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; } assert(half_count == 1); const T average = (x + sorted[idx_begin + 1] + 1) / 2; return average; } // Sorts integral values in ascending order. About 3x faster than std::sort for // input distributions with very few unique values. template void CountingSort(T* begin, T* end) { // Unique values and their frequency (similar to flat_map). using Unique = std::pair; std::vector unique; for (const T* p = begin; p != end; ++p) { const T value = *p; 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(*p, 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* HH_RESTRICT p = begin; for (const auto& value_count : unique) { std::fill(p, p + value_count.second, value_count.first); p += value_count.second; } assert(p == end); } // Returns the median value. Side effect: sorts "samples". template T Median(std::vector* samples) { assert(!samples->empty()); std::sort(samples->begin(), samples->end()); const size_t half = samples->size() / 2; // Odd count: return middle if (samples->size() % 2) { return (*samples)[half]; } // Even count: return average of middle two. return ((*samples)[half] + (*samples)[half - 1]) / 2; } // Returns a robust measure of variability. template T MedianAbsoluteDeviation(const std::vector& samples, const T median) { assert(!samples.empty()); std::vector abs_deviations; abs_deviations.reserve(samples.size()); for (const T sample : samples) { abs_deviations.push_back(std::abs(sample - median)); } return Median(&abs_deviations); } } // namespace highwayhash #endif // HIGHWAYHASH_ROBUST_STATISTICS_H_