xuyang1706 commented on a change in pull request #9733: [FLINK-14154][ml] Add the class for multivariate Gaussian Distribution. URL: https://github.com/apache/flink/pull/9733#discussion_r339420157
########## File path: flink-ml-parent/flink-ml-lib/src/main/java/org/apache/flink/ml/common/statistics/basicstatistic/MultivariateGaussian.java ########## @@ -0,0 +1,148 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one + * or more contributor license agreements. See the NOTICE file + * distributed with this work for additional information + * regarding copyright ownership. The ASF licenses this file + * to you under the Apache License, Version 2.0 (the + * "License"); you may not use this file except in compliance + * with the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, + * software distributed under the License is distributed on an + * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY + * KIND, either express or implied. See the License for the + * specific language governing permissions and limitations + * under the License. + */ + +package org.apache.flink.ml.common.statistics.basicstatistic; + +import org.apache.flink.ml.common.linalg.BLAS; +import org.apache.flink.ml.common.linalg.DenseMatrix; +import org.apache.flink.ml.common.linalg.DenseVector; +import org.apache.flink.ml.common.linalg.SparseVector; +import org.apache.flink.ml.common.linalg.Vector; + +import com.github.fommil.netlib.LAPACK; +import org.netlib.util.intW; + +/** + * This class provides basic functionality for a Multivariate Gaussian (Normal) Distribution. + */ +public class MultivariateGaussian { + + private static final LAPACK LAPACK_INST = LAPACK.getInstance(); + private static final double EPSILON; + + static { + double eps = 1.0; + while ((1.0 + (eps / 2.0)) != 1.0) { + eps /= 2.0; + } + EPSILON = eps; + } + + private final DenseVector mean; + private final DenseMatrix cov; + + private DenseMatrix rootSigmaInv; + private double u; Review comment: Final variables have to be initialized in the constructor. I kind of prefer initializing them in the subroutine calculateCovarianceConstants for readability reasons. ---------------------------------------------------------------- This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: [email protected] With regards, Apache Git Services
