Log-Likelihood Ratio

原創

2020-02-20 22:23

在上一家公司用LLR做過相似商品計算,最近在找工作,在這裏複習一下.
LLR方法的核心是分析事件的計數,特別是事件同事發生的計數. 我們需要的計數一般包括:
1. 兩個事件同時發生的次數(k_11)
2. 一個事件發生而另一個事件沒有發生的次數(k_12,k_21)
3. 兩個事件都沒有發生(k_22)

	EventA	Everything but A
Event B	A and B together(k_11)	B,but not A(k_12)
Everything but B	A without B(K_21)	Neither A nor B(k_22)

一旦有了這些計數計算log-likelihood ratio分數就很簡單了.
LLR=2 sum(k)(H(k)-H(rowSums(k))-H(colSums(k)))
H表示香農熵. 在R可以如下計算:

H = function(k){N=sum(k);return (sum(k/N*log(k/N+(k==0)))}

下面是Mahout的代碼

/**
   * Calculates the Raw Log-likelihood ratio for two events, call them A and B.  Then we have:
   * <p/>
   * <table border="1" cellpadding="5" cellspacing="0">
   * <tbody><tr><td>&nbsp;</td><td>Event A</td><td>Everything but A</td></tr>
   * <tr><td>Event B</td><td>A and B together (k_11)</td><td>B, but not A (k_12)</td></tr>
   * <tr><td>Everything but B</td><td>A without B (k_21)</td><td>Neither A nor B (k_22)</td></tr></tbody>
   * </table>
   *
   * @param k11 The number of times the two events occurred together
   * @param k12 The number of times the second event occurred WITHOUT the first event
   * @param k21 The number of times the first event occurred WITHOUT the second event
   * @param k22 The number of times something else occurred (i.e. was neither of these events
   * @return The raw log-likelihood ratio
   *
   * <p/>
   * Credit to http://tdunning.blogspot.com/2008/03/surprise-and-coincidence.html for the table and the descriptions.
   */
  public static double logLikelihoodRatio(long k11, long k12, long k21, long k22) {
    Preconditions.checkArgument(k11 >= 0 && k12 >= 0 && k21 >= 0 && k22 >= 0);
    // note that we have counts here, not probabilities, and that the entropy is not normalized.
    double rowEntropy = entropy(k11 + k12, k21 + k22);
    double columnEntropy = entropy(k11 + k21, k12 + k22);
    double matrixEntropy = entropy(k11, k12, k21, k22);
    if (rowEntropy + columnEntropy < matrixEntropy) {
      // round off error
      return 0.0;
    }
    return 2.0 * (rowEntropy + columnEntropy - matrixEntropy);
  }

  private static double xLogX(long x) {
    return x == 0 ? 0.0 : x * Math.log(x);
  }

  /**
   * Merely an optimization for the common two argument case of {@link #entropy(long...)}
   * @see #logLikelihoodRatio(long, long, long, long)
   */
  private static double entropy(long a, long b) {
    return xLogX(a + b) - xLogX(a) - xLogX(b);
  }

  /**
   * Merely an optimization for the common four argument case of {@link #entropy(long...)}
   * @see #logLikelihoodRatio(long, long, long, long)
   */
  private static double entropy(long a, long b, long c, long d) {
    return xLogX(a + b + c + d) - xLogX(a) - xLogX(b) - xLogX(c) - xLogX(d);
  }