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9 changes: 7 additions & 2 deletions src/AnomalyDetectors/GaussianMLE.php
Original file line number Diff line number Diff line change
Expand Up @@ -254,13 +254,15 @@ public function partial(Dataset $dataset) : void

$oldVariance -= $this->epsilon;

$delta = $n * ($oldMean - $mean);

$this->means[$column] = (($this->n * $oldMean)
+ ($n * $mean)) / $weight;

$this->variances[$column] = ($this->n
* $oldVariance + ($n * $variance)
+ ($this->n / ($n * $weight))
* ($n * $oldMean - $n * $mean) ** 2)
* ($delta * $delta))
/ $weight;
}

Expand Down Expand Up @@ -346,7 +348,10 @@ protected function logLikelihood(array $sample) : float
$variance = $this->variances[$column];

$pdf = 0.5 * log(TWO_PI * $variance);
$pdf += 0.5 * (($value - $mean) ** 2) / $variance;

$delta = $value - $mean;

$pdf += 0.5 * ($delta * $delta) / $variance;

$likelihood += $pdf;
}
Expand Down
7 changes: 5 additions & 2 deletions src/Classifiers/GaussianNB.php
Original file line number Diff line number Diff line change
Expand Up @@ -273,14 +273,16 @@ public function partial(Dataset $dataset) : void

[$mean, $variance] = Stats::meanVar($values);

$delta = $n * ($oldMean - $mean);

$means[] = (($n * $mean)
+ ($oldWeight * $oldMean))
/ $weight;

$variances[] = ($oldWeight
* $oldVariance + ($n * $variance)
+ ($oldWeight / ($n * $weight))
* ($n * $oldMean - $n * $mean) ** 2)
* ($delta * $delta))
/ $weight;
}
} else {
Expand Down Expand Up @@ -418,7 +420,8 @@ protected function jointLogLikelihood(array $sample) : array
$variance = $variances[$column];

$pdf = -0.5 * log(TWO_PI * $variance);
$pdf -= 0.5 * (($value - $mean) ** 2) / $variance;
$delta = $value - $mean;
$pdf -= 0.5 * ($delta * $delta) / $variance;

$likelihood += $pdf;
}
Expand Down
9 changes: 7 additions & 2 deletions src/Clusterers/GaussianMixture.php
Original file line number Diff line number Diff line change
Expand Up @@ -355,7 +355,9 @@ public function train(Dataset $dataset) : void
$mean = $sigma / $total;

foreach ($column as $i => $value) {
$ssd += $affinities[$i] * ($value - $mean) ** 2;
$delta = $value - $mean;

$ssd += $affinities[$i] * ($delta * $delta);
}

$variance = $ssd / $total;
Expand Down Expand Up @@ -505,7 +507,10 @@ protected function jointLogLikelihood(array $sample) : array
$variance = $variances[$column];

$pdf = -0.5 * log(TWO_PI * $variance);
$pdf -= 0.5 * (($feature - $mean) ** 2) / $variance;

$delta = $feature - $mean;

$pdf -= 0.5 * ($delta * $delta) / $variance;

$likelihood += $pdf;
}
Expand Down
3 changes: 2 additions & 1 deletion src/Helpers/Stats.php
Original file line number Diff line number Diff line change
Expand Up @@ -173,7 +173,8 @@ public static function variance(array $values, ?float $mean = null) : float
$ssd = 0.0;

foreach ($values as $value) {
$ssd += ($value - $mean) ** 2;
$delta = $value - $mean;
$ssd += $delta * $delta;
}

return $ssd / count($values);
Expand Down
4 changes: 2 additions & 2 deletions src/Kernels/Distance/Cosine.php
Original file line number Diff line number Diff line change
Expand Up @@ -54,8 +54,8 @@ public function compute(array $a, array $b) : float

$sigma += $valueA * $valueB;

$ssA += $valueA ** 2;
$ssB += $valueB ** 2;
$ssA += $valueA * $valueA;
$ssB += $valueB * $valueB;
}

if ($ssA === 0.0 and $ssB === 0.0) {
Expand Down
4 changes: 3 additions & 1 deletion src/Kernels/Distance/Euclidean.php
Original file line number Diff line number Diff line change
Expand Up @@ -44,7 +44,9 @@ public function compute(array $a, array $b) : float
$distance = 0.0;

foreach ($a as $i => $value) {
$distance += ($value - $b[$i]) ** 2;
$delta = $value - $b[$i];

$distance += $delta * $delta;
Comment thread
andrewdalpino marked this conversation as resolved.
}

return sqrt($distance);
Expand Down
4 changes: 3 additions & 1 deletion src/Kernels/Distance/SafeEuclidean.php
Original file line number Diff line number Diff line change
Expand Up @@ -68,7 +68,9 @@ public function compute(array $a, array $b) : float
continue;
}

$distance += ($valueA - $valueB) ** 2;
$delta = $valueA - $valueB;

$distance += $delta * $delta;
}

$n = count($a);
Expand Down
8 changes: 4 additions & 4 deletions src/Kernels/Distance/SparseCosine.php
Original file line number Diff line number Diff line change
Expand Up @@ -48,15 +48,15 @@ public function compute(array $a, array $b) : float
if ($valueA != 0 and $valueB != 0) {
$sigma += $valueA * $valueB;

$ssA += $valueA ** 2;
$ssB += $valueB ** 2;
$ssA += $valueA * $valueA;
$ssB += $valueB * $valueB;
} else {
if ($valueA != 0) {
$ssA += $valueA ** 2;
$ssA += $valueA * $valueA;
}

if ($valueB != 0) {
$ssB += $valueB ** 2;
$ssB += $valueB * $valueB;
}
}
}
Expand Down
4 changes: 3 additions & 1 deletion src/Transformers/ZScaleStandardizer.php
Original file line number Diff line number Diff line change
Expand Up @@ -173,13 +173,15 @@ public function update(Dataset $dataset) : void

[$mean, $variance] = Stats::meanVar($values);

$delta = $n * ($oldMean - $mean);

$this->means[$column] = (($this->n * $oldMean)
+ ($n * $mean)) / $weight;

$this->variances[$column] = ($this->n
* $oldVariance + ($n * $variance)
+ ($this->n / ($n * $weight))
* ($n * $oldMean - $n * $mean) ** 2)
* ($delta * $delta))
/ $weight;
}

Expand Down
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