fixed some bugs in jensen shannon and kullback leibler

2017-04-17 16:50:56 +02:00
parent a9cd8d5e68
commit 200aa94ca8
7 changed files with 107 additions and 6 deletions
--- a/math/divergence/JensenShannon.h
+++ b/math/divergence/JensenShannon.h
@@ -18,6 +18,13 @@ public:
     * @param Q is a vector containg the densities of the same samples set then P
    */
    static inline Scalar getGeneralFromSamples(Eigen::VectorXd P, Eigen::VectorXd Q, LOGMODE mode){
+        // normalize
+        P /= P.sum();
+        Q /= Q.sum();
+
+        Assert::isNear((double)P.sum(), 1.0, 0.01,"Normalization failed.. this shouldn't happen");
+        Assert::isNear((double)Q.sum(), 1.0, 0.01, "Normalization failed.. this shouldn't happen");
+
        Eigen::VectorXd M = 0.5 * (P + Q);

        return (0.5 * KullbackLeibler<Scalar>::getGeneralFromSamples(P, M, mode)) + (0.5 * KullbackLeibler<Scalar>::getGeneralFromSamples(Q, M, mode));