-
Notifications
You must be signed in to change notification settings - Fork 2.1k
/
running_stat.h
198 lines (164 loc) · 5.58 KB
/
running_stat.h
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
// Copyright 2010-2024 Google LLC
// Licensed 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.
#ifndef OR_TOOLS_UTIL_RUNNING_STAT_H_
#define OR_TOOLS_UTIL_RUNNING_STAT_H_
#include <cstddef>
#include <deque>
#include <vector>
#include "ortools/base/logging.h"
namespace operations_research {
// Simple class to compute the average over a fixed size window of an integer
// stream.
class RunningAverage {
public:
// Initialize the class with the maximum window size.
// It must be positive (this is CHECKed).
explicit RunningAverage(int window_size = 1);
// This type is neither copyable nor movable.
RunningAverage(const RunningAverage&) = delete;
RunningAverage& operator=(const RunningAverage&) = delete;
// Resets the class to the exact same state as if it was just constructed with
// the given window size.
void Reset(int window_size);
// Adds the next integer of the stream.
void Add(int value);
// Returns the average of all the values added so far or zero if no values
// where added.
double GlobalAverage() const;
// Returns the average of the values in the current window or zero if the
// current window is empty.
double WindowAverage() const;
// Returns true iff the current window size is equal to the one specified in
// the constructor.
bool IsWindowFull() const;
// Clears the current window.
void ClearWindow();
private:
int window_size_;
int num_adds_;
double global_sum_;
double local_sum_;
std::deque<int> values_;
};
// Simple class to efficiently compute the maximum over a fixed size window
// of a numeric stream. This works in constant average amortized time.
template <class Number = double>
class RunningMax {
public:
// Takes the size of the running window. The size must be positive.
explicit RunningMax(int window_size);
// This type is neither copyable nor movable.
RunningMax(const RunningMax&) = delete;
RunningMax& operator=(const RunningMax&) = delete;
// Processes a new element from the stream.
void Add(Number value);
// Returns the current maximum element in the window.
// An element must have been added before calling this function.
Number GetCurrentMax();
private:
const int window_size_;
// Values in the current window.
std::vector<Number> values_;
// Index of the last added element in the window.
int last_index_;
// Index of the current maximum element.
int max_index_;
};
// ################## Implementations below #####################
inline RunningAverage::RunningAverage(int window_size)
: window_size_(window_size),
num_adds_(0),
global_sum_(0.0),
local_sum_(0.0) {
CHECK_GT(window_size_, 0);
}
inline void RunningAverage::Reset(int window_size) {
window_size_ = window_size;
num_adds_ = 0;
global_sum_ = 0.0;
ClearWindow();
}
inline void RunningAverage::Add(int value) {
++num_adds_;
global_sum_ += value;
local_sum_ += value;
values_.push_back(value);
if (static_cast<int>(values_.size()) > window_size_) {
local_sum_ -= values_.front();
values_.pop_front();
}
}
inline double RunningAverage::GlobalAverage() const {
return num_adds_ == 0 ? 0.0 : global_sum_ / static_cast<double>(num_adds_);
}
inline double RunningAverage::WindowAverage() const {
return values_.empty() ? 0.0
: local_sum_ / static_cast<double>(values_.size());
}
inline void RunningAverage::ClearWindow() {
local_sum_ = 0.0;
values_.clear();
}
inline bool RunningAverage::IsWindowFull() const {
return static_cast<int>(values_.size()) == window_size_;
}
template <class Number>
RunningMax<Number>::RunningMax(int window_size)
: window_size_(window_size), values_(), last_index_(0), max_index_(0) {
DCHECK_GT(window_size, 0);
}
template <class Number>
void RunningMax<Number>::Add(Number value) {
if (static_cast<size_t>(values_.size()) < window_size_) {
// Starting phase until values_ reaches its final size.
// Note that last_index_ stays at 0 during this phase.
if (values_.empty() || value >= GetCurrentMax()) {
max_index_ = values_.size();
}
values_.push_back(value);
return;
}
// We are in the steady state.
DCHECK_EQ(values_.size(), window_size_);
// Note the use of >= instead of > to get the O(1) behavior in presence of
// many identical values.
if (value >= GetCurrentMax()) {
max_index_ = last_index_;
values_[last_index_] = value;
} else {
values_[last_index_] = value;
if (last_index_ == max_index_) {
// We need to recompute the max.
// Note that this happens only if value was strictly lower than
// GetCurrentMax() in the last window_size_ updates.
max_index_ = 0;
Number max_value = values_[max_index_];
for (int i = 1; i < static_cast<int>(values_.size()); ++i) {
if (values_[i] > max_value) {
max_value = values_[i];
max_index_ = i;
}
}
}
}
if (++last_index_ == window_size_) {
last_index_ = 0;
}
}
template <class Number>
Number RunningMax<Number>::GetCurrentMax() {
DCHECK(!values_.empty());
return values_[max_index_];
}
} // namespace operations_research
#endif // OR_TOOLS_UTIL_RUNNING_STAT_H_