我要计算两个向量的协方差,如集合A=1,2,3,4 B=5,6,7,8。
Cov(A,B)= Sigma(ai-AVGa)*(bi-AVGb) / (n-1)
我的协方差计算问题是:
1)编写时不能有嵌套的聚合函数
SUM((ai-avg(a)) * (bi-avg(b)))( 2)或以另一种形式,我如何提取两个集合,其中一个减少如下:
REDUCE(x= 0.0, ai IN COLLECT(a) | bi IN COLLECT(b) | x + (ai-avg(a))*(bi-avg(b)))3)如果不可能在oe中提取两个集合,那么减少当它们被分离时,如何关联它们的值来计算协方差
REDUCE(x= 0.0, ai IN COLLECT(a) | x + (ai-avg(a)))
REDUCE(y= 0.0, bi IN COLLECT(b) | y + (bi-avg(b)))我的意思是我可以写嵌套约简吗?
4)有没有“放松”、“提取”的方法?
谢谢你的帮助。
发布于 2015-12-22 21:07:58
赛博赛姆的回答是完全正确的,但如果你想避免n^2笛卡儿产品的双重展开,你可以这样做:
WITH [1,2,3,4] AS a, [5,6,7,8] AS b
WITH REDUCE(s = 0.0, x IN a | s + x) / SIZE(a) AS e_a,
REDUCE(s = 0.0, x IN b | s + x) / SIZE(b) AS e_b,
SIZE(a) AS n, a, b
RETURN REDUCE(s = 0.0, i IN RANGE(0, n - 1) | s + ((a[i] - e_a) * (b[i] - e_b))) / (n - 1) AS cov;编辑:
不需要任何人,但让我更详细地说明为什么要避免https://stackoverflow.com/a/34423783/2848578中的双重展开。正如我在下面所说的,Cypher中的UNWINDing k长度-n集合会导致n^k行。因此,让我们取两个长度-3集合来计算协方差。
> WITH [1,2,3] AS a, [4,5,6] AS b
UNWIND a AS aa
UNWIND b AS bb
RETURN aa, bb;
| aa | bb
---+----+----
1 | 1 | 4
2 | 1 | 5
3 | 1 | 6
4 | 2 | 4
5 | 2 | 5
6 | 2 | 6
7 | 3 | 4
8 | 3 | 5
9 | 3 | 6现在我们有了n^k = 3^2 = 9行。此时,取这些标识符的平均值,意味着我们取9个值的平均值。
> WITH [1,2,3] AS a, [4,5,6] AS b
UNWIND a AS aa
UNWIND b AS bb
RETURN AVG(aa), AVG(bb);
| AVG(aa) | AVG(bb)
---+---------+---------
1 | 2.0 | 5.0同样,正如我下面所说,这不影响答案,因为重复的数字向量的平均值总是相同的。例如,{1,2,3}的平均值等于{1,2,3,1,2,3}的平均值。对于较小的n值来说,这可能无关紧要,但是当您开始获得更大的n值时,您将看到性能下降。
假设你有两个长度-1000向量。计算每一次双展开的平均数:
> WITH RANGE(0, 1000) AS a, RANGE(1000, 2000) AS b
UNWIND a AS aa
UNWIND b AS bb
RETURN AVG(aa), AVG(bb);
| AVG(aa) | AVG(bb)
---+---------+---------
1 | 500.0 | 1500.0714 ms
明显慢于使用“减少”:
> WITH RANGE(0, 1000) AS a, RANGE(1000, 2000) AS b
RETURN REDUCE(s = 0.0, x IN a | s + x) / SIZE(a) AS e_a,
REDUCE(s = 0.0, x IN b | s + x) / SIZE(b) AS e_b;
| e_a | e_b
---+-------+--------
1 | 500.0 | 1500.04 ms
为了将它们结合起来,我将在长度-1000向量上对这两个查询进行完整的比较:
> WITH RANGE(0, 1000) AS aa, RANGE(1000, 2000) AS bb
UNWIND aa AS a
UNWIND bb AS b
WITH aa, bb, SIZE(aa) AS n, AVG(a) AS avgA, AVG(b) AS avgB
RETURN REDUCE(s = 0, i IN RANGE(0,n-1)| s +((aa[i]-avgA)*(bb[i]-avgB)))/(n-1) AS
covariance;
| covariance
---+------------
1 | 83583.59105 ms
> WITH RANGE(0, 1000) AS a, RANGE(1000, 2000) AS b
WITH REDUCE(s = 0.0, x IN a | s + x) / SIZE(a) AS e_a,
REDUCE(s = 0.0, x IN b | s + x) / SIZE(b) AS e_b,
SIZE(a) AS n, a, b
RETURN REDUCE(s = 0.0, i IN RANGE(0, n - 1) | s + ((a[i] - e_a) * (b[i
] - e_b))) / (n - 1) AS cov;
| cov
---+---------
1 | 83583.533 ms
发布于 2015-12-22 20:15:26
编辑
这应该计算协方差(根据您的公式),给定您的样本输入:
WITH [1,2,3,4] AS aa, [5,6,7,8] AS bb
UNWIND aa AS a
UNWIND bb AS b
WITH aa, bb, SIZE(aa) AS n, AVG(a) AS avgA, AVG(b) AS avgB
RETURN REDUCE(s = 0, i IN RANGE(0,n-1)| s +((aa[i]-avgA)*(bb[i]-avgB)))/(n-1) AS covariance;当n很小时,这种方法是可以的,就像原始样本数据一样。
然而,正如@NicoleWhite和@jjaderberg所指出的,当n不小时,这种方法将效率低下。@NicoleWhite的回答是一个优雅的通用解决方案。
发布于 2015-12-22 20:18:23
您如何到达集合A和B?avg函数是一个聚合函数,不能在REDUCE上下文中使用,也不能应用于集合。在达到这一点之前,你应该计算出你的平均值,但是如何才能做到最好取决于你是如何得到两个值集合的。如果您所处的位置有单独的结果项,然后通过collect获取A和B,那么就可以使用avg了。例如:
WITH [1, 2, 3, 4] AS aa UNWIND aa AS a
WITH collect(a) AS aa, avg(a) AS aAvg
RETURN aa, aAvg这两种收藏品
WITH [1, 2, 3, 4] AS aColl UNWIND aColl AS a
WITH collect(a) AS aColl, avg(a) AS aAvg
WITH aColl, aAvg,[5, 6, 7, 8] AS bColl UNWIND bColl AS b
WITH aColl, aAvg, collect(b) AS bColl, avg(b) AS bAvg
RETURN aColl, aAvg, bColl, bAvg有了这两个平均值之后,让我们称它们为aAvg和bAvg,以及两个集合,aColl和bColl,您可以这样做
RETURN REDUCE(x = 0.0, i IN range(0, size(aColl) - 1) | x + ((aColl[i] - aAvg) * (bColl[i] - bAvg))) / (size(aColl) - 1) AS covariancehttps://stackoverflow.com/questions/34422801
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