NormalizedGini

NormalizedGini.java

import java.util.Arrays;
import java.util.Comparator;

public class NormalizedGini {

  private static double gini(double[] a, double[] p, double[] w) {
    int len = a.length;
    if (p.length != len || w.length != len) {
      throw new IllegalArgumentException("array length not equal");
    }

    double[][] array = new double[a.length][3];
    for (int i = 0; i < len; i++) {
      array[i][0] = a[i] * w[i];
      array[i][1] = p[i];
      array[i][2] = w[i];
    }

    Arrays.sort(array, new Comparator<double[]>() {
      public int compare(double[] o1, double[] o2) {
        // Sort descending...
        return Double.compare(o2[1], o1[1]);
      }
    });

    double wSum = 0.;
    double awSum = 0.;

    // create sums and modify array to have cumsums
    for (double[] d : array) {
      awSum += d[0];
      wSum += d[2];

      d[0] = awSum;
      d[2] = wSum;
    }

    double giniSum = 0.;

    for (int i = 0; i < len - 1; i++) {
      giniSum += (array[i + 1][0] / awSum * array[i][2] / wSum) - (array[i][0] / awSum * array[i + 1][2] / wSum);
    }

    return giniSum;
  }

  public static double giniNormal(double[] a, double[] p, double[] w) {
    return gini(a, p, w) / gini(a, a, w);
  }

  public static void main(String[] args) {
    double[] var11 = new double[] {1, 2, 5, 4, 3};
    double[] pred = new double[] {0.1, 0.4, 0.3, 1.2, 0.0};
    double[] target = new double[] {0, 0, 1, 0, 1};

    System.out.println(giniNormal(target, pred, var11));
  }

}