171 lines
4.7 KiB
Java
171 lines
4.7 KiB
Java
/*
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* Copyright (C) 2013 The Guava Authors
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package com.google.common.math;
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import com.google.caliper.BeforeExperiment;
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import com.google.caliper.Benchmark;
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import com.google.caliper.Param;
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import com.google.caliper.api.SkipThisScenarioException;
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import com.google.common.primitives.Doubles;
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import java.util.Random;
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/**
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* Benchmarks for various algorithms for computing the mean and/or variance.
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*
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* @author Louis Wasserman
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*/
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public class StatsBenchmark {
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enum MeanAlgorithm {
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SIMPLE {
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@Override
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double mean(double[] values) {
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double sum = 0.0;
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for (double value : values) {
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sum += value;
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}
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return sum / values.length;
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}
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},
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KAHAN {
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@Override
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double mean(double[] values) {
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double sum = 0.0;
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double c = 0.0;
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for (double value : values) {
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double y = value - c;
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double t = sum + y;
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c = (t - sum) - y;
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sum = t;
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}
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return sum / values.length;
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}
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},
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KNUTH {
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@Override
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double mean(double[] values) {
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double mean = values[0];
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for (int i = 1; i < values.length; i++) {
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mean = mean + (values[i] - mean) / (i + 1);
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}
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return mean;
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}
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};
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abstract double mean(double[] values);
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}
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static class MeanAndVariance {
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private final double mean;
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private final double variance;
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MeanAndVariance(double mean, double variance) {
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this.mean = mean;
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this.variance = variance;
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}
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@Override
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public int hashCode() {
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return Doubles.hashCode(mean) * 31 + Doubles.hashCode(variance);
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}
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}
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enum VarianceAlgorithm {
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DO_NOT_COMPUTE {
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@Override
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MeanAndVariance variance(double[] values, MeanAlgorithm meanAlgorithm) {
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return new MeanAndVariance(meanAlgorithm.mean(values), 0.0);
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}
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},
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SIMPLE {
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@Override
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MeanAndVariance variance(double[] values, MeanAlgorithm meanAlgorithm) {
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double mean = meanAlgorithm.mean(values);
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double sumOfSquaresOfDeltas = 0.0;
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for (double value : values) {
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double delta = value - mean;
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sumOfSquaresOfDeltas += delta * delta;
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}
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return new MeanAndVariance(mean, sumOfSquaresOfDeltas / values.length);
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}
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},
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KAHAN {
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@Override
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MeanAndVariance variance(double[] values, MeanAlgorithm meanAlgorithm) {
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double mean = meanAlgorithm.mean(values);
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double sumOfSquaresOfDeltas = 0.0;
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double c = 0.0;
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for (double value : values) {
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double delta = value - mean;
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double deltaSquared = delta * delta;
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double y = deltaSquared - c;
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double t = sumOfSquaresOfDeltas + deltaSquared;
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c = (t - sumOfSquaresOfDeltas) - y;
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sumOfSquaresOfDeltas = t;
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}
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return new MeanAndVariance(mean, sumOfSquaresOfDeltas / values.length);
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}
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},
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KNUTH {
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@Override
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MeanAndVariance variance(double[] values, MeanAlgorithm meanAlgorithm) {
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if (meanAlgorithm != MeanAlgorithm.KNUTH) {
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throw new SkipThisScenarioException();
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}
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double mean = values[0];
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double s = 0.0;
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for (int i = 1; i < values.length; i++) {
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double nextMean = mean + (values[i] - mean) / (i + 1);
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s += (values[i] - mean) * (values[i] - nextMean);
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mean = nextMean;
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}
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return new MeanAndVariance(mean, s / values.length);
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}
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};
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abstract MeanAndVariance variance(double[] values, MeanAlgorithm meanAlgorithm);
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}
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@Param({"100", "10000"})
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int n;
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@Param MeanAlgorithm meanAlgorithm;
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@Param VarianceAlgorithm varianceAlgorithm;
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private double[][] values = new double[0x100][];
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@BeforeExperiment
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void setUp() {
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Random rng = new Random();
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for (int i = 0; i < 0x100; i++) {
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values[i] = new double[n];
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for (int j = 0; j < n; j++) {
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values[i][j] = rng.nextDouble();
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}
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}
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}
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@Benchmark
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int meanAndVariance(int reps) {
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int tmp = 0;
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for (int i = 0; i < reps; i++) {
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tmp += varianceAlgorithm.variance(values[i & 0xFF], meanAlgorithm).hashCode();
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}
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return tmp;
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}
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}
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