//////////////////////////////////////////////////////////////////////////////////////
// KD-tree code extended for use in kernel density estimation
//////////////////////////////////////////////////////////////////////////////////////
//
// Written by Alex Ihler and Mike Mandel
// Copyright (C) 2003 Alexander Ihler; distributable under GPL -- see README.txt
//
//////////////////////////////////////////////////////////////////////////////////////
#define MEX
//#define NEWVERSION
#include <math.h>
#include <assert.h>
#include "mex.h"
#include "BallTreeDensity.h"
double *pMin, *pMax; // need to declare these here, for kernel
double **pAdd, *pErr;
double *min, *max; // derivative functions in kernel.h
#include "kernels.h" // min&max kernel bounds for various kernels
///////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////
//
// EVALUATION
//
///////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////
void pushDownLocal(const BallTree& atTree, const BallTree::index aRoot)
{
BallTree::index close;
if (!atTree.isLeaf(aRoot)) {
close = atTree.left(aRoot);
if (close != BallTree::NO_CHILD) pAdd[0][close] += pAdd[0][aRoot];
close = atTree.right(aRoot);
if (close != BallTree::NO_CHILD) pAdd[0][close] += pAdd[0][aRoot];
pAdd[0][aRoot] = 0;
}
}
void pushDownAll(const BallTree& locations)
{
BallTree::index j;
for (j=locations.root(); j<locations.leafFirst(locations.root())-1; j++) {
pAdd[0][locations.left(j)] += pAdd[0][j];
pAdd[0][locations.right(j)] += pAdd[0][j];
pAdd[0][j] = 0;
}
for (j=locations.leafFirst(locations.root()); j<=locations.leafLast(locations.root()); j++) {
pMin[j] += pAdd[0][j] - pErr[j];
pMax[j] += pAdd[0][j] + pErr[j];
pAdd[0][j] = 0; pErr[j] = 0;
}
}
void recurseMinMax(const BallTree& atTree, const BallTree::index aRoot)
{
BallTree::index l,r; l = atTree.left(aRoot); r = atTree.right(aRoot);
if (!atTree.isLeaf(l)) recurseMinMax(atTree,l);
if (!atTree.isLeaf(r)) recurseMinMax(atTree,r);
pMin[aRoot] = pMin[l]; pMax[aRoot] = pMax[l];
if (pMin[aRoot] > pMin[r]) pMin[aRoot] = pMin[r];
if (pMax[aRoot] < pMax[r]) pMax[aRoot] = pMax[r];
}
/////////////////////////////////////////////////////////////////////
// Recursively evaluate the density implied by the samples of the
// subtree (rooted at dRoot) of densTree at the locations given by
// the subtree (rooted at aRoot) of *this, to within the error
// percentage "maxErr"
/////////////////////////////////////////////////////////////////////
void BallTreeDensity::evaluate(BallTree::index dRoot,
const BallTree& atTree, BallTree::index aRoot,
double maxErr) const
{
BallTree::index k, close, far;
double Kmin,Kmax,add,total;
// find the minimum and maximum effect of these two balls on each other
Kmax = minDistKer(dRoot, atTree, aRoot);
Kmin = maxDistKer(dRoot, atTree, aRoot);
total = pMin[ aRoot ]; // take pmin of data below this level
#ifdef NEWVERSION
total += pAdd[0][aRoot] - pErr[aRoot]; // add lower bound from local expansion
#endif
total += weight(dRoot)*Kmin; // also add minimum for this block
// if the weighted contribution of this multiply is below the
// threshold, no need to recurse; just treat as constant
//// //if ( Kmax - Kmin <= maxErr) { // APPROXIMATE: ABSOLUTE
if ( Kmax - Kmin <= maxErr * total) { // APPROXIMATE: PERCENT
Kmin *= weight(dRoot); Kmax *= weight(dRoot);
if (this == &atTree && aRoot==dRoot) { // LEAVE-ONE-OUT (and same subtree)
for (k=atTree.leafFirst(aRoot); k<=atTree.leafLast(aRoot); k++){
pMin[k] += Kmin * (1 - weight(k)/weight(dRoot)); // leave our weight out of it
pMax[k] += Kmax * (1 - weight(k)/weight(dRoot)); //
}
recurseMinMax(atTree,aRoot);
} else { // NO L-O-O => just add away
#ifdef NEWVERSION
pAdd[0][aRoot] += (Kmin + Kmax)/2; pErr[aRoot] = (Kmax-Kmin)/2;
#else
// !!! Should *not* do this -- instead add to local expansion (constant term)
for (k=atTree.leafFirst(aRoot); k<=atTree.leafLast(aRoot); k++) {
pMin[k] += Kmin;
pMax[k] += Kmax;
}
#endif
if (!atTree.isLeaf(aRoot)) { pMin[aRoot] += Kmin; pMax[aRoot] += Kmax; }
}
} else if (Npts(dRoot)*atTree.Npts(aRoot)<=DirectSize){ // DIRECT EVALUATION
evalDirect(dRoot,atTree,aRoot);
} else if (0) { // FAST GAUSS APPROX
// if FGTTerms > 0 : have computed Hermite expansions of densTree (sigma uniform)
// if FGTError(dRoot->Nterms,minDistDtoA,sigma) < maxError * total
// (if maxError, sigma, Nterms known, compute R0 & check >= minDist)
// translate dRoot's hermite expansion to a local expansion around aRoot
// Need to iterate over aRoot's leaves & evaluate? (N log N)
// Update pMin structure...
} else { // RECURSE ON SUBTREES
#ifdef NEWVERSION
// push any local expansion
pushDownLocal(atTree,aRoot);
#endif
// Find the subtree in closest to the other tree's left child and do
// that first so that the values are higher and there is a better
// chance of being able to skip a recursion.
close = atTree.closer( atTree.left(aRoot), atTree.right(aRoot), *this, left(dRoot));
if (left(dRoot) != NO_CHILD && close != NO_CHILD)
evaluate(left(dRoot), atTree, close, maxErr);
far = (close == atTree.left(aRoot)) ? atTree.right(aRoot) : atTree.left(aRoot);
if (left(dRoot) != NO_CHILD && far != NO_CHILD)
evaluate(left(dRoot), atTree, far, maxErr);
// Now the same thing for the density's right child
close = atTree.closer( atTree.left(aRoot), atTree.right(aRoot), *this, right(dRoot));
if (right(dRoot) != NO_CHILD && close != NO_CHILD)
evaluate(right(dRoot), atTree, close, maxErr);
far = (close == atTree.left(aRoot)) ? atTree.right(aRoot) : atTree.left(aRoot);
if (right(dRoot) != NO_CHILD && far != NO_CHILD)
evaluate(right(dRoot), atTree, far, maxErr);
// Propogate additions in children's minimum value to this node
if (!atTree.isLeaf(aRoot)) {
pMin[aRoot] = pMin[ atTree.left(aRoot) ];
pMax[aRoot] = pMax[ atTree.left(aRoot) ];
if (atTree.right(aRoot) != NO_CHILD) {
if (pMin[aRoot] > pMin[ atTree.right(aRoot) ])
pMin[aRoot] = pMin[ atTree.right(aRoot) ];
if (pMax[aRoot] < pMax[ atTree.right(aRoot) ])
pMax[aRoot] = pMax[ atTree.right(aRoot) ];
}
}
}
}
///////////////////////////////////////////
// Maybe we just want to evaluate this stuff directly.
///////////////////////////////////////////
void BallTreeDensity::evalDirect(BallTree::index dRoot, const BallTree& atTree, BallTree::index aRoot) const
{
BallTree::index i,j;
bool firstFlag = true;
double minVal=2e22, maxVal=0;
for (j=atTree.leafFirst(aRoot); j<=atTree.leafLast(aRoot); j++) {
for (i=leafFirst(dRoot); i<=leafLast(dRoot); i++) {
if (this != &atTree || i!=j) { // Check leave-one-out condition;
double d = weight(i) * maxDistKer(i,atTree,j); // Do direct N^2 kernel evaluation
//if (this == &atTree) d /= 1-weight(j); // leave-one-out => renormalize weights
pMin[j] += d;
pMax[j] += d;
}
}
#ifdef NEWVERSION
}
recurseMinMax(atTree,aRoot); // pass up min (& max) value for pruning
#else
if (pMin[j] < minVal) minVal = pMin[j]; // determine min & max value in this block
if (pMax[j] > maxVal) maxVal = pMax[j];
}
pMin[aRoot] = minVal; pMax[aRoot] = maxVal;
#endif
}
/////////////////////////////////////////////////////////////////////
// Dual Tree evaluation: estimate the values at this ball tree's
// points given the other tree as the samples from a distribution.
/////////////////////////////////////////////////////////////////////
void BallTreeDensity::evaluate(const BallTree& locations, double* p, double maxErr) const
{
BallTree::index j;
assert(Ndim() == locations.Ndim());
assert(p != NULL);
pMin = new double[2*locations.Npts()];
pMax = new double[2*locations.Npts()];
for (j=0;j<2*locations.Npts();j++) pMin[j] = pMax[j] = 0;
#ifdef NEWVERSION
pAdd = new double*[1]; pAdd[0] = new double[2*locations.Npts()];
pErr = new double[2*locations.Npts()];
for (j=0;j<2*locations.Npts();j++) pAdd[0][j] = pErr[j] = 0;
#endif
evaluate(root(), locations, locations.root(), 2*maxErr);
// Compute & account for the kernel f'ns normalization constant
double norm = 1;
switch(getType()) {
case Gaussian: norm = pow(2*PI, ((double)Ndim())/2 );
if (bwUniform())
for (unsigned int i=0;i<Ndim();i++) norm *= sqrt(bandwidthMax[i]);
break;
case Laplacian: norm = pow(2, ((double)Ndim()) );
if (bwUniform())
for (unsigned int i=0;i<Ndim();i++) norm *= bandwidthMax[i];
break;
case Epanetchnikov: norm = pow(4.0/3, ((double)Ndim()) );
if (bwUniform())
for (unsigned int i=0;i<Ndim();i++) norm *= bandwidthMax[i];
break;
}
BallTree::index lRoot = locations.root();
#ifdef NEWVERSION
pushDownAll(locations);
#endif
if (this == &locations) { // if we need to do leave-one-out
for (j=locations.leafFirst(lRoot); j<=locations.leafLast(lRoot); j++)
p[locations.getIndexOf(j)] = .5*(pMin[j]+pMax[j])/norm/(1-weight(j));
} else {
for (j=locations.leafFirst(lRoot); j<=locations.leafLast(lRoot); j++)
p[locations.getIndexOf(j)] = .5*(pMin[j]+pMax[j])/norm;
}
delete[] pMin; delete[] pMax;
#ifdef NEWVERSION
delete[] pAdd[0]; delete[] pAdd;
#endif
}
///////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////
//
// GRADIENT CALCULATION
//
// Recursively evaluate the derivative of log-likelihood for two trees
///////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////
double *gradD, *gradA;
////////////////////////////////////////////////////////////////////////////////////
// DIRECT VERSION:
// Just iterate over the N^2 indices; faster than recursion for small N.
////////////////////////////////////////////////////////////////////////////////////
void BallTreeDensity::llGradDirect(BallTree::index dRoot, const BallTree& atTree, BallTree::index aRoot, Gradient gradWRT) const
{
BallTree::index i,j;
unsigned int k;
for (i=atTree.leafFirst(aRoot);i<=atTree.leafLast(aRoot);i++) {
for (j=leafFirst(dRoot);j<=leafLast(dRoot);j++) {
if (this != &atTree || i!=j) { // Check leave-one-out condition;
index Nj = Ndim() * getIndexOf(j);
index Ni = atTree.Ndim() * atTree.getIndexOf(i);
dKdX_p(j,atTree,i,true,gradWRT); // use "true" to signal leaf evaluation
if (gradD) for (k=0;k<Ndim();k++) {
gradD[Nj+k] -= weight(j) * atTree.weight(i) * (max[k]+min[k])/2;
}
if (gradA) for (k=0;k<Ndim();k++) {
gradA[Ni+k] += weight(j) * atTree.weight(i) * (max[k]+min[k])/2;
}
} } }
}
////////////////////////////////////////////////////////////////////////////////////
// RECURSIVE VERSION:
// Try to find approximations to speed things up.
////////////////////////////////////////////////////////////////////////////////////
void BallTreeDensity::llGradRecurse(BallTree::index dRoot,const BallTree& atTree, BallTree::index aRoot, double tolGrad, Gradient gradWRT) const
{
BallTree::index i,j,close,far;
unsigned int k;
dKdX_p(dRoot,atTree,aRoot,false,gradWRT); // "false" signals maybe not leaf nodes
double norm = 0;
for (k=0;k<Ndim();k++) norm += .25*(max[k]-min[k])*(max[k]-min[k]);
if (norm <= tolGrad) { // IF OUR APPROXIMATION IS GOOD ENOUGH, ...
if (this == &atTree && aRoot==dRoot) { // LEAVE-ONE-OUT (and same subtree)
if (gradD) for (j=leafFirst(dRoot);j<=leafLast(dRoot);j++) {
index Nj = Ndim() * getIndexOf(j);
for (k=0;k<Ndim();k++)
gradD[Nj+k] -= (atTree.weight(aRoot)-atTree.weight(j)) * weight(j) * (max[k]+min[k])/2;
}
if (gradA) for (i=atTree.leafFirst(aRoot);i<=atTree.leafLast(aRoot);i++) {
index Ni = atTree.Ndim() * atTree.getIndexOf(i);
for (k=0;k<Ndim();k++)
gradA[Ni+k] += atTree.weight(i) * (weight(dRoot)-weight(i)) * (max[k]+min[k])/2;
}
} else { // NO LOO; just regular
if (gradD) for (j=leafFirst(dRoot);j<=leafLast(dRoot);j++) {
index Nj = Ndim() * getIndexOf(j);
for (k=0;k<Ndim();k++)
gradD[Nj+k] -= atTree.weight(aRoot) * weight(j) * (max[k]+min[k])/2;
}
if (gradA) for (i=atTree.leafFirst(aRoot);i<=atTree.leafLast(aRoot);i++) {
index Ni = atTree.Ndim() * atTree.getIndexOf(i);
for (k=0;k<Ndim();k++)
gradA[Ni+k] += atTree.weight(i) * weight(dRoot) * (max[k]+min[k])/2;
}
}
// OR, IF THERE ARE VERY FEW POINTS
} else if (Npts(dRoot)*atTree.Npts(aRoot)<=DirectSize){ // DIRECT EVALUATION
llGradDirect(dRoot,atTree,aRoot,gradWRT);
} else {
close = atTree.closer( atTree.left(aRoot), atTree.right(aRoot), *this, left(dRoot));
if (left(dRoot) != NO_CHILD && close != NO_CHILD)
llGradRecurse(left(dRoot),atTree,close,tolGrad,gradWRT);
far = (close == atTree.left(aRoot)) ? atTree.right(aRoot) : atTree.left(aRoot);
if (left(dRoot) != NO_CHILD && far != NO_CHILD)
llGradRecurse(left(dRoot),atTree,far,tolGrad,gradWRT);
close = atTree.closer( atTree.left(aRoot), atTree.right(aRoot), *this, right(dRoot));
if (right(dRoot) != NO_CHILD && close != NO_CHILD)
llGradRecurse(right(dRoot),atTree,close,tolGrad,gradWRT);
far = (close == atTree.left(aRoot)) ? atTree.right(aRoot) : atTree.left(aRoot);
if (right(dRoot) != NO_CHILD && far != NO_CHILD)
llGradRecurse(right(dRoot),atTree,far,tolGrad,gradWRT);
}
}
////////////////////////////////////////////////////////////////////////////////////
// L = sum_i wi log p(yi) = sum_i wi log[ sum_j wj K(yi-xj) ]
// => d(log L)/dxj[k] = - sum_i wi 1/p(yi) wj K'(xj-yi)
// d(log L)/dyi[k] = wi 1/p(yi) sum_j wj K'(xj-yi) (same K')
//
////////////////////////////////////////////////////////////////////////////////////
void BallTreeDensity::llGrad(const BallTree& locations, double* _gradD, double* _gradA, double tolEval, double tolGrad, Gradient gradWRT) const
{
BallTree::index j, k;
gradD = _gradD; gradA = _gradA;
min = new double[locations.Ndim()]; max = new double[locations.Ndim()];
pMin = new double[2*locations.Npts()];
pMax = new double[2*locations.Npts()];
for (j=0;j<2*locations.Npts();j++) pMin[j] = pMax[j] = 0;
#ifdef NEWVERSION
pAdd = new double*[1]; pAdd[0] = new double[2*locations.Npts()];
pErr = new double[2*locations.Npts()];
for (j=0;j<2*locations.Npts();j++) pAdd[0][j] = pErr[j] = 0;
#endif
evaluate(root(), locations, locations.root(), 2*tolEval);
#ifdef NEWVERSION
pushDownAll(locations);
#endif
if (this == &locations) { // fix leave-one-out normalization
for (j=leafFirst(root()); j<=leafLast(root()); j++)
pMax[j] /= (1-weight(j)); pMin[j] /= (1-weight(j));
}
if(gradWRT == WRTWeight)
llGradWRecurse(root(),locations,locations.root(), tolGrad*tolGrad);
else
llGradRecurse(root(),locations,locations.root(), tolGrad*tolGrad, gradWRT);
if (this == &locations) { // fix leave-one-out normalization
for (j=leafFirst(root()); j<=leafLast(root()); j++) {
index Nj = Ndim() * getIndexOf(j);
for (k=0;k<Ndim();k++) {
if (gradD) gradD[Nj+k] /= (1-weight(j));
if (gradA) gradA[Nj+k] /= (1-weight(j));
} } }
delete[] min; delete[] max;
delete[] pMax; delete[] pMin;
#ifdef NEWVERSION
delete[] pAdd[0]; delete[] pAdd; delete[] pErr;
#endif
}
////////////////////////////////////////////////////////////////////////////////////
// Gradient wrt WEIGHT
// DIRECT VERSION:
// Just iterate over the N^2 indices; faster than recursion for small N.
////////////////////////////////////////////////////////////////////////////////////
void BallTreeDensity::llGradWDirect(BallTree::index dRoot, const BallTree& atTree,
BallTree::index aRoot) const
{
BallTree::index i,j;
for (i=atTree.leafFirst(aRoot);i<=atTree.leafLast(aRoot);i++) {
for (j=leafFirst(dRoot);j<=leafLast(dRoot);j++) {
dKdX_p(j,atTree,i,true,WRTWeight); // use "true" to signal leaf evaluation
if (gradD)
gradD[getIndexOf(j)] -= atTree.weight(i) * (max[0]+min[0])/2;
if (gradA)
gradA[atTree.getIndexOf(i)] += weight(j) * (max[0]+min[0])/2;
}
}
}
////////////////////////////////////////////////////////////////////////////////////
// Gradient wrt WEIGHT
// RECURSIVE VERSION:
// Try to find approximations to speed things up.
////////////////////////////////////////////////////////////////////////////////////
void BallTreeDensity::llGradWRecurse(BallTree::index dRoot,const BallTree& atTree,
BallTree::index aRoot, double tolGrad) const
{
BallTree::index i,j,close,far;
dKdX_p(dRoot,atTree,aRoot,false,WRTWeight); // "false" signals maybe not leaf nodes
double norm = (max[0]-min[0]) * (max[0]-min[0]);
if (norm <= tolGrad) {
if (gradD) for (j=leafFirst(dRoot);j<=leafLast(dRoot);j++) {
gradD[getIndexOf(j)] -= atTree.weight(aRoot) * (max[0]+min[0])/2;
}
if (gradA) for (i=atTree.leafFirst(aRoot);i<=atTree.leafLast(aRoot);i++) {
gradA[atTree.getIndexOf(i)] += weight(dRoot) * (max[0]+min[0])/2;
}
} else if (Npts(dRoot)*atTree.Npts(aRoot)<=100){ // DIRECT EVALUATION
llGradWDirect(dRoot,atTree,aRoot);
} else {
close = atTree.closer( atTree.left(aRoot), atTree.right(aRoot), *this, left(dRoot));
if (left(dRoot) != NO_CHILD && close != NO_CHILD)
llGradWRecurse(left(dRoot),atTree,close,tolGrad);
far = (close == atTree.left(aRoot)) ? atTree.right(aRoot) : atTree.left(aRoot);
if (left(dRoot) != NO_CHILD && far != NO_CHILD)
llGradWRecurse(left(dRoot),atTree,far,tolGrad);
close = atTree.closer( atTree.left(aRoot), atTree.right(aRoot), *this, right(dRoot));
if (right(dRoot) != NO_CHILD && close != NO_CHILD)
llGradWRecurse(right(dRoot),atTree,close,tolGrad);
far = (close == atTree.left(aRoot)) ? atTree.right(aRoot) : atTree.left(aRoot);
if (right(dRoot) != NO_CHILD && far != NO_CHILD)
llGradWRecurse(right(dRoot),atTree,far,tolGrad);
}
}
///////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////
//
// CONSTRUCTION METHODS
//
///////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////
#ifdef MEX
// Load the arrays already allocated in matlab from the given
// structure.
BallTreeDensity::BallTreeDensity(const mxArray* structure) : BallTree(structure) {
means = mxGetPr(mxGetField(structure,0,"means"));
bandwidth = (double*) mxGetData(mxGetField(structure,0,"bandwidth"));
type = (BallTreeDensity::KernelType) mxGetScalar(mxGetField(structure,0,"type"));
if (mxGetN(mxGetField(structure,0,"bandwidth")) == 6*num_points) {
multibandwidth = 1;
bandwidthMax = bandwidth + 2*num_points*dims; // not all the same =>
bandwidthMin = bandwidthMax + 2*num_points*dims; // track min/max vals
} else { // all the same => min = max
multibandwidth = 0; // = any leaf node
bandwidthMax = bandwidthMin = bandwidth + num_points*dims;
}
}
// Create new matlab arrays and put them in the given structure
mxArray* BallTreeDensity::createInMatlab(const mxArray* _pointsMatrix, const mxArray* _weightsMatrix,
const mxArray* _bwMatrix,BallTreeDensity::KernelType _type)
{
mxArray* structure = matlabMakeStruct(_pointsMatrix, _weightsMatrix,_bwMatrix,_type);
BallTreeDensity dens(structure);
if (dens.Npts() > 0) dens.buildTree();
return structure;
}
// Create new matlab arrays and put them in the given structure.
mxArray* BallTreeDensity::matlabMakeStruct(const mxArray* _pointsMatrix, const mxArray* _weightsMatrix,
const mxArray* _bwMatrix,BallTreeDensity::KernelType _type)
{
BallTree::index i,j;
mxArray* structure = BallTree::matlabMakeStruct(_pointsMatrix, _weightsMatrix);
unsigned int Nd = (unsigned int) mxGetScalar(mxGetField(structure,0,"D"));
index Np = (BallTree::index) mxGetScalar(mxGetField(structure,0,"N"));
mxAddField(structure, "means");
mxSetField(structure, 0, "means", mxCreateDoubleMatrix(Nd, 2*Np, mxREAL));
mxAddField(structure, "bandwidth");
if (mxGetN(_bwMatrix) == 1)
mxSetField(structure, 0, "bandwidth", mxCreateDoubleMatrix(Nd, 2*Np, mxREAL));
else
mxSetField(structure, 0, "bandwidth", mxCreateDoubleMatrix(Nd, 6*Np, mxREAL));
mxAddField(structure, "type");
mxSetField(structure, 0, "type", mxCreateDoubleScalar((double)_type));
// initialize arrays
double* means = (double *) mxGetData(mxGetField(structure, 0, "means"));
double* points = (double *) mxGetData(mxGetField(structure, 0, "centers"));
for (j=0,i=Nd*Np; j<Nd*Np; i++,j++)
means[i] = points[i];
double* bw = (double *) mxGetData(mxGetField(structure, 0, "bandwidth"));
double* bwIn = (double *) mxGetData(_bwMatrix);
if (mxGetN(_bwMatrix) == 1) {
for (j=0,i=Nd*Np; j<Nd*Np; i++,j++)
bw[i] = bwIn[j%Nd];
} else {
double *bwMax, *bwMin; bwMax = bw + 2*Np*Nd; bwMin = bwMax + 2*Np*Nd;
for (j=0,i=Nd*Np; j<Nd*Np; i++,j++)
bwMax[i] = bwMin[i] = bw[i] = bwIn[j];
}
return structure;
}
#endif
// returns true on success, false on failure
bool BallTreeDensity::updateBW(const double* newBWs, index N)
{
if((N == num_points && multibandwidth == 0) ||
(N == 1 && multibandwidth == 1)) {
// mexPrintf("multibandwidth=%d, num_points=%d, N=%d\n", multibandwidth, num_points, N);
return false;
}
index i,j;
// pointers all stay the same, just copy data over
if (N == 1) {
for (j=0,i=dims*num_points; j<dims*num_points; i++,j++)
bandwidth[i] = newBWs[j%dims];
} else {
double *bwMax, *bwMin;
bwMax = bandwidth + 2*num_points*dims;
bwMin = bwMax + 2*num_points*dims;
for (j=0,i=dims*num_points; j<dims*num_points; i++,j++)
bwMax[i] = bwMin[i] = bandwidth[i] = newBWs[j];
}
// calculate bandwidths for non-leaf nodes
for (i=num_points-1; i != 0; i--)
calcStats(i);
calcStats(root());
return true;
}
void BallTreeDensity::calcStats(BallTree::index root)
{
BallTree::calcStats(root);
BallTree::index Ni, NiL, NiR;
double wtL,wtR,wtT;
unsigned int k;
BallTree::index leftI = left(root), rightI=right(root); // get children indices
if (!validIndex(leftI) || !validIndex(rightI)) return; // nothing to do if this
// isn't a parent node
Ni = dims*root; NiL = dims*leftI; NiR = dims*rightI;
wtL = weight(leftI); wtR = weight(rightI); wtT = wtL + wtR + DBL_EPSILON;
wtL /= wtT; wtR /= wtT;
if (!bwUniform()) {
for(k = 0; k < dims; k++) {
bandwidthMax[Ni+k] = (bandwidthMax[NiL+k] > bandwidthMax[NiR+k])
? bandwidthMax[NiL+k] : bandwidthMax[NiR+k];
bandwidthMin[Ni+k] = (bandwidthMin[NiL+k] < bandwidthMin[NiR+k])
? bandwidthMin[NiL+k] : bandwidthMin[NiR+k];
} }
switch(type) {
case Gaussian:
for(unsigned int k=0; k < dims; k++) {
means[Ni+k] = wtL * means[NiL+k] + wtR * means[NiR+k];
bandwidth[Ni+k] = wtL* (bandwidth[NiL+k] + means[NiL+k]*means[NiL+k]) +
wtR* (bandwidth[NiR+k] + means[NiR+k]*means[NiR+k]) -
means[Ni+k]*means[Ni+k];
}; break;
case Laplacian:
for(unsigned int k=0; k < dims; k++) {
means[Ni+k] = wtL * means[NiL+k] + wtR * means[NiR+k];
bandwidth[Ni+k] = wtL* (2*bandwidth[NiL+k]*bandwidth[NiL+k] + means[NiL+k]*means[NiL+k]) +
wtR* (2*bandwidth[NiR+k]*bandwidth[NiR+k] + means[NiR+k]*means[NiR+k]) -
means[Ni+k]*means[Ni+k]; // compute in terms of variance
bandwidth[Ni+k] = sqrt(.5*bandwidth[Ni+k]); // then convert back to normal BW rep.
}; break;
case Epanetchnikov:
for(unsigned int k=0; k < dims; k++) {
means[Ni+k] = wtL * means[NiL+k] + wtR * means[NiR+k];
bandwidth[Ni+k] = wtL* (.2*bandwidth[NiL+k]*bandwidth[NiL+k] + means[NiL+k]*means[NiL+k]) +
wtR* (.2*bandwidth[NiR+k]*bandwidth[NiR+k] + means[NiR+k]*means[NiR+k]) -
means[Ni+k]*means[Ni+k]; // compute in terms of variance
bandwidth[Ni+k] = sqrt(5*bandwidth[Ni+k]); // then convert back to normal BW rep.
}; break;
}
}
// Swap the ith leaf with the jth leaf.
void BallTreeDensity::swap(BallTree::index i, BallTree::index j)
{
if (i==j) return;
BallTree::swap(i,j);
i *= dims; j *= dims;
for(unsigned int k=0; k<dims; i++,j++,k++) {
double tmp;
tmp = means[i]; means[i] = means[j]; means[j] = tmp;
tmp = bandwidth[i]; bandwidth[i] = bandwidth[j]; bandwidth[j] = tmp;
if (!bwUniform()) {
tmp = bandwidthMax[i];bandwidthMax[i]=bandwidthMax[j];bandwidthMax[j]=tmp;
tmp = bandwidthMin[i];bandwidthMin[i]=bandwidthMin[j];bandwidthMin[j]=tmp;
}
}
}