diff --git a/DynamicTimeWarp.cabal b/DynamicTimeWarp.cabal new file mode 100644 --- /dev/null +++ b/DynamicTimeWarp.cabal @@ -0,0 +1,81 @@ +-- Initial DynamicTimeWarp.cabal generated by cabal init. For further +-- documentation, see http://haskell.org/cabal/users-guide/ + +-- The name of the package. +name: DynamicTimeWarp + +-- The package version. See the Haskell package versioning policy (PVP) +-- for standards guiding when and how versions should be incremented. +-- http://www.haskell.org/haskellwiki/Package_versioning_policy +-- PVP summary: +-+------- breaking API changes +-- | | +----- non-breaking API additions +-- | | | +--- code changes with no API change +version: 0.1.0.0 + +-- A short (one-line) description of the package. +synopsis: Dynamic time warping of sequences. + +-- A longer description of the package. +-- description: + +-- URL for the project homepage or repository. +homepage: https://github.com/zombiecalypse/DynamicTimeWarp + +-- The license under which the package is released. +license: LGPL-3 + +-- The file containing the license text. +license-file: LICENSE + +-- The package author(s). +author: Aaron Karper + +-- An email address to which users can send suggestions, bug reports, and +-- patches. +maintainer: maergil@gmail.com + +-- A copyright notice. +-- copyright: + +category: Data + +build-type: Simple + +-- Extra files to be distributed with the package, such as examples or a +-- README. +-- extra-source-files: + +-- Constraint on the version of Cabal needed to build this package. +cabal-version: >=1.10 + + +library + -- Modules exported by the library. + exposed-modules: Data.Vector.DynamicTimeWarping + + -- Modules included in this library but not exported. + -- other-modules: + + -- LANGUAGE extensions used by modules in this package. + -- other-extensions: + + -- Other library packages from which modules are imported. + build-depends: base >=4.6 && <4.7, vector, array + + -- Directories containing source files. + hs-source-dirs: src + + -- Base language which the package is written in. + default-language: Haskell2010 + +executable benchmark + main-is: Benchmark.hs + hs-source-dirs: src + build-depends: base >=4.6 && <4.7, vector, array, criterion == 1.0.*, random == 1.0.* + default-language: Haskell2010 + +executable test + main-is: Test.hs + hs-source-dirs: src + build-depends: base >=4.6 && <4.7, vector, array, QuickCheck == 2.7.* + default-language: Haskell2010 diff --git a/LICENSE b/LICENSE new file mode 100644 --- /dev/null +++ b/LICENSE @@ -0,0 +1,165 @@ + GNU LESSER GENERAL PUBLIC LICENSE + Version 3, 29 June 2007 + + Copyright (C) 2007 Free Software Foundation, Inc. + Everyone is permitted to copy and distribute verbatim copies + of this license document, but changing it is not allowed. + + + This version of the GNU Lesser General Public License incorporates +the terms and conditions of version 3 of the GNU General Public +License, supplemented by the additional permissions listed below. + + 0. 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Such new +versions will be similar in spirit to the present version, but may +differ in detail to address new problems or concerns. + + Each version is given a distinguishing version number. If the +Library as you received it specifies that a certain numbered version +of the GNU Lesser General Public License "or any later version" +applies to it, you have the option of following the terms and +conditions either of that published version or of any later version +published by the Free Software Foundation. If the Library as you +received it does not specify a version number of the GNU Lesser +General Public License, you may choose any version of the GNU Lesser +General Public License ever published by the Free Software Foundation. + + If the Library as you received it specifies that a proxy can decide +whether future versions of the GNU Lesser General Public License shall +apply, that proxy's public statement of acceptance of any version is +permanent authorization for you to choose that version for the +Library. diff --git a/Setup.hs b/Setup.hs new file mode 100644 --- /dev/null +++ b/Setup.hs @@ -0,0 +1,2 @@ +import Distribution.Simple +main = defaultMain diff --git a/src/Benchmark.hs b/src/Benchmark.hs new file mode 100644 --- /dev/null +++ b/src/Benchmark.hs @@ -0,0 +1,33 @@ +import Control.Monad +import Control.Arrow (first, second) +import Control.Applicative +import Data.Vector.DynamicTimeWarping +import Data.Vector.Unboxed (fromList, Vector, postscanl) +import System.Random +import Text.Printf + +import Criterion +import Criterion.Main + +genSeq :: Int -> IO (Int, Vector (Float, Float)) +genSeq n = do + let genTuple = (,) <$> randomRIO (0,100) <*> randomRIO (0,100) + (,) n <$> postscanl (\(x,y) (z,w) -> (x+z,y+w)) (0,0) . fromList <$> replicateM n genTuple + +genSeqs (l, r) = do + left <- genSeq l + right <- genSeq r + return (left, right) + +setupEnv = do + let sizes = [(l, r) | l <- [5,10,100, 1000, 10000], r <- [5,10,100, 1000, 10000], l <= r] :: [(Int, Int)] + mapM genSeqs sizes + +dist (l, r) = distanceBy (\(x1,x2) (y1,y2) -> (x1-y1)^2 + (x2-y2)^2) l r + +main = defaultMain [ + env setupEnv $ \ ~l -> + bgroup "dtw" [ + bench (printf "dtw(%03d, %03d)" l r) $ nf dist (ll,rr) | ((l, ll), (r, rr)) <- l + ] + ] diff --git a/src/Data/Vector/DynamicTimeWarping.hs b/src/Data/Vector/DynamicTimeWarping.hs new file mode 100644 --- /dev/null +++ b/src/Data/Vector/DynamicTimeWarping.hs @@ -0,0 +1,39 @@ +module Data.Vector.DynamicTimeWarping where +import Control.Monad (forM_) +import qualified Data.Vector.Generic as V +import qualified Data.Array.ST as ST +import qualified Data.Array.MArray as MArray +import qualified Data.Array.Base as Arr + +-- | Calculate the modification distance of two vectors. +-- +-- The sequences don't need to be of equal length, multiple points of one +-- sequence can be matched to the same point of the other sequence. The matches +-- must be in order though. +distanceBy :: V.Vector v a => (a -> a -> Float) -> v a -> v a -> Float +distanceBy d left right + | V.null left || V.null right = 1/0 + | otherwise = + -- The algorithm is extremely simple in an imperative framework unless we + -- carefully craft the memoization. Even then the mutable array is way + -- faster. + let lenl = V.length left + lenr = V.length right + def = 1/0 + tabl = ST.runSTUArray $ do + table <- MArray.newArray_ ((0,0), (lenl, lenr)) + let write = MArray.writeArray table + read_ = MArray.readArray table + write (0,0) 0 + forM_ [1..lenl] $ \i -> write (i, 0) def + forM_ [1..lenr] $ \j -> write (0, j) def + forM_ [1..lenl] $ \i -> + forM_ [1..lenr] $ \j -> do + ins <- read_ (i-1,j) + del <- read_ (i,j-1) + mat <- read_ (i-1,j-1) + let cost = d (left V.! (i-1)) (right V.! (j-1)) + rec = ins `min` del `min` mat + write (i,j) $ cost + rec + return table + in tabl Arr.! (lenl, lenr) diff --git a/src/Test.hs b/src/Test.hs new file mode 100644 --- /dev/null +++ b/src/Test.hs @@ -0,0 +1,21 @@ +{-# LANGUAGE TemplateHaskell #-} +import Data.Vector.DynamicTimeWarping +import Data.Vector.Unboxed (fromList) +import Test.QuickCheck + +dist l r = distanceBy (\x y -> (x-y)^2) l r + +prop_Reflexivity :: [Float] -> [Float] -> Bool +prop_Reflexivity l r = + let l' = fromList l + r' = fromList r + in abs (dist l' r' - dist r' l') <= 1e-10 || + (dist l' r' == 1/0 && dist r' l' == 1/0) + +prop_NonNegative :: [Float] -> [Float] -> Bool +prop_NonNegative l r = + let l' = fromList l + r' = fromList r + in dist l' r' >= 0 + +main = $quickCheckAll