I have the following values against FAR/FRR. i want to compute EER rates and then plot in matlab.
FAR FRR
19.64 20
21.29 18.61
24.92 17.08
19.14 20.28
17.99 21.39
16.83 23.47
15.35 26.39
13.20 29.17
7.92 42.92
3.96 60.56
1.82 84.31
1.65 98.33
26.07 16.39
29.04 13.13
34.49 9.31
40.76 6.81
50.33 5.42
66.83 1.67
82.51 0.28
Is there any matlab function available to do this. can somebody explain this to me. Thanks.
Let me try to answer your question
1) For your data EER can be the mean/max/min of [19.64,20]
1.1) The idea of EER is try to measure the system performance against another system (the lower the better) by finding the equal(if not equal then at least nearly equal or have the min distance) between False Alarm Rate (FAR) and False Reject Rate (FRR, or missing rate) .
Refer to your data, [19.64,20] gives min distance, thus it could used as EER, you can take mean/max/min value of these two value, however since it means to compare between systems, thus make sure other system use the same method(mean/max/min) to pick EER value.
The difference among mean/max/min can be ignored if the there are large amount of data. In some speaker verification task, there will be 100k data sample.
2) To understand EER ,better compute it by yourself, here is how:
two things you need to know:
A) The system score for each test case (trial)
B) The true/false for each trial
After you have A and B, then you can create [trial, score,true/false] pairs then sort it by the score value, after that loop through the score, eg from min-> max. At each loop assume threshold is that score and compute the FAR,FRR. After loop through the score find the FAR,FRR with "equal" value.
For the code you can refer to my pyeer.py , in function processDataTable2
https://github.com/StevenLOL/Research_speech_speaker_verification_nist_sre2010/blob/master/SRE2010/sid/pyeer.py
This function is written for the NIST SRE 2010 evaluation.
4) There are other measures similar to EER, such as minDCF which only play with the weights of FAR and FRR. You can refer to "Performance Measure" of http://www.nist.gov/itl/iad/mig/sre10results.cfm
5) You can also refer to this package https://sites.google.com/site/bosaristoolkit/ and DETware_v2.1.tar.gz at http://www.itl.nist.gov/iad/mig/tools/ for computing and plotting EER in Matlab
Plotting in DETWare_v2.1
Pmiss=1:50;Pfa=50:-1:1;
Plot_DET(Pmiss/100.0,Pfa/100.0,'r')
FAR(t) and FRR(t) are parameterized by threshold, t. They are cumulative distributions, so they should be monotonic in t. Your data is not shown to be monotonic, so if it is indeed FAR and FRR, then the measurements were not made in order. But for the sake of clarity, we can order:
FAR FRR
1 1.65 98.33
2 1.82 84.31
3 3.96 60.56
4 7.92 42.92
5 13.2 29.17
6 15.35 26.39
7 16.83 23.47
8 17.99 21.39
9 19.14 20.28
10 19.64 20
11 21.29 18.61
12 24.92 17.08
13 26.07 16.39
14 29.04 13.13
15 34.49 9.31
16 40.76 6.81
17 50.33 5.42
18 66.83 1.67
19 82.51 0.28
This is for increasing FAR, which assumes a distance score; if you have a similarity score, then FAR would be sorted in decreasing order.
Loop over FAR until it is larger than FRR, which occurs at row 11. Then interpolate the cross over value between rows 10 and 11. This is your equal error rate.
I guess this is a simple question, but I can't sort it out. I have a vector, the first elements of which look like:
V = [31 52 38 29 29 34 29 24 25 25 32 28 24 28 29 ...];
and I want to perform a chi2gof test in Matlab to test if V is exponentially distributed. I did:
[h,p] = chi2gof(V,'cdf',#expcdf);
but I get a warning message saying:
Warning: After pooling, some bins still have low expected counts.
The chi-square approximation may not be accurate
Have I defined the chi2gof call incorrectly?
At 36 values, you have a very small sample set. From the second sentence of Wikipedia's article on the chi-squared test (emphasis added):
It is suitable for unpaired data from large samples.
Large in this case usually means around at least 100. Read about more assumptions of this test here.
Alternatives
You might try kstest in Matlab, which is based on the Kolmogorov-Smirnov test:
[h,p] = kstest(V,'cdf',[V(:) expcdf(V(:),expfit(V))])
Or try lillietest, which is based on the Lilliefors test and has an option specifically for exponential distributed data:
[h,p] = lillietest(V,'Distribution','exp')
In case you can increase your sample size, you are doing one thing wrong with chi2gof. From the help for the 'cdf' option:
A fully specified cumulative distribution function. This
can be a ProbabilityDistribution object, a function
handle, or a function. name. The function must take X
values as its only argument. Alternately, you may provide
a cell array whose first element is a function name or
handle, and whose later elements are parameter values,
one per cell. The function must take X values as its
first argument, and other parameters as later arguments.
You're not supplying any additional parameters, so expcdf is using the default mean parameter of mu = 1. Your data values are very large and don't correspond at all an exponential distribution with this mean. You need to estimate parameters as well. You the expfit function, which is basted on maximum likelihood expectation, you might try something like this:
[h,p] = chi2gof(V,'cdf',#(x)expcdf(x,expfit(x)),'nparams',1)
However, with only 36 samples you may not get a very good estimate for a distribution like this and still may not get expected results even for data sampled from a known distribution, e.g.:
V = exprnd(10,1,36);
[h,p] = chi2gof(V,'cdf',#(x)expcdf(x,expfit(x)),'nparams',1)
I have a dataset 6x1000 of binary data (6 data points, 1000 boolean dimensions).
I perform cluster analysis on it
[idx, ctrs] = kmeans(x, 3, 'distance', 'hamming');
And I get the three clusters. How can I visualize my result?
I have 6 rows of data each having 1000 attributes; 3 of them should be alike or similar in a way. Applying clustering will reveal the clusters. Since I know the number of clusters
I only need to find similar rows. Hamming distance tell us the similarity between rows and the result is correct that there are 3 clusters.
[EDIT: for any reasonable data, kmeans will always finds asked number
of clusters]
I want to take that knowledge
and make it easily observable and understandable without having to write huge explanations.
Matlab's example is not suitable since it deals with numerical 2D data while my questions concerns n-dimensional categorical data.
The dataset is here http://pastebin.com/cEWJfrAR
[EDIT1: how to check if clusters are significant?]
For more information please visit the following link:
https://chat.stackoverflow.com/rooms/32090/discussion-between-oleg-komarov-and-justcurious
If the question is not clear ask, for anything you are missing.
For representing the differences between high-dimensional vectors or clusters, I have used Matlab's dendrogram function. For instance, after loading your dataset into the matrix x I ran the following code:
l = linkage(a, 'average');
dendrogram(l);
and got the following plot:
The height of the bar that connects two groups of nodes represents the average distance between members of those two groups. In this case it looks like (5 and 6), (1 and 2), and (3 and 4) are clustered.
If you would rather use the hamming distance rather than the euclidian distance (which linkage does by default), then you can just do
l = linkage(x, 'average', {'hamming'});
although it makes little difference to the plot.
You can start by visualizing your data with a 'barcode' plot and then labeling rows with the cluster group they belong:
% Create figure
figure('pos',[100,300,640,150])
% Calculate patch xy coordinates
[r,c] = find(A);
Y = bsxfun(#minus,r,[.5,-.5,-.5, .5])';
X = bsxfun(#minus,c,[.5, .5,-.5,-.5])';
% plot patch
patch(X,Y,ones(size(X)),'EdgeColor','none','FaceColor','k');
% Set axis prop
set(gca,'pos',[0.05,0.05,.9,.9],'ylim',[0.5 6.5],'xlim',[0.5 1000.5],'xtick',[],'ytick',1:6,'ydir','reverse')
% Cluster
c = kmeans(A,3,'distance','hamming');
% Add lateral labeling of the clusters
nc = numel(c);
h = text(repmat(1010,nc,1),1:nc,reshape(sprintf('%3d',c),3,numel(c))');
cmap = hsv(max(c));
set(h,{'Background'},num2cell(cmap(c,:),2))
Definition
The Hamming distance for binary strings a and b the Hamming distance is equal to the number of ones (population count) in a XOR b (see Hamming distance).
Solution
Since you have six data strings, so you could create a 6 by 6 matrix filled with the Hamming distance. The matrix would be symetric (distance from a to b is the same as distance from b to a) and the diagonal is 0 (distance for a to itself is nul).
For example, the Hamming distance between your first and second string is:
hamming_dist12 = sum(xor(x(1,:),x(2,:)));
Loop that and fill your matrix:
hamming_dist = zeros(6);
for i=1:6,
for j=1:6,
hamming_dist(i,j) = sum(xor(x(i,:),x(j,:)));
end
end
(And yes this code is a redundant given the symmetry and zero diagonal, but the computation is minimal and optimizing not worth the effort).
Print your matrix as a spreadsheet in text format, and let the reader find which data string is similar to which.
This does not use your "kmeans" approach, but your added description regarding the problem helped shaping this out-of-the-box answer. I hope it helps.
Results
0 182 481 495 490 500
182 0 479 489 492 488
481 479 0 180 497 517
495 489 180 0 503 515
490 492 497 503 0 174
500 488 517 515 174 0
Edit 1:
How to read the table? The table is a simple distance table. Each row and each column represent a series of data (herein a binary string). The value at the intersection of row 1 and column 2 is the Hamming distance between string 1 and string 2, which is 182. The distance between string 1 and 2 is the same as between string 2 and 1, this is why the matrix is symmetric.
Data analysis
Three clusters can readily be identified: 1-2, 3-4 and 5-6, whose Hamming distance are, respectively, 182, 180, and 174.
Within a cluster, the data has ~18% dissimilarity. By contrast, data not part of a cluster has ~50% dissimilarity (which is random given binary data).
Presentation
I recommend Kohonen network or similar technique to present your data in, say, 2 dimensions. In general this area is called Dimensionality reduction.
I you can also go simpler way, e.g. Principal Component Analysis, but there's no quarantee you can effectively remove 9998 dimensions :P
scikit-learn is a good Python package to get you started, similar exist in matlab, java, ect. I can assure you it's rather easy to implement some of these algorithms yourself.
Concerns
I have a concern over your data set though. 6 data points is really a small number. moreover your attributes seem boolean at first glance, if that's the case, manhattan distance if what you should use. I think (someone correct me if I'm wrong) Hamming distance only makes sense if your attributes are somehow related, e.g. if attributes are actually a 1000-bit long binary string rather than 1000 independent 1-bit attributes.
Moreover, with 6 data points, you have only 2 ** 6 combinations, that means 936 out of 1000 attributes you have are either truly redundant or indistinguishable from redundant.
K-means almost always finds as many clusters as you ask for. To test significance of your clusters, run K-means several times with different initial conditions and check if you get same clusters. If you get different clusters every time or even from time to time, you cannot really trust your result.
I used a barcode type visualization for my data. The code which was posted here earlier by Oleg was too heavy for my solution (image files were over 500 kb) so I used image() to make the figures
function barcode(A)
B = (A+1)*2;
image(B);
colormap flag;
set(gca,'Ydir','Normal')
axis([0 size(B,2) 0 size(B,1)]);
ax = gca;
ax.TickDir = 'out'
end
So I have a table of values
v=0 1 2 3 4 5 6 7 8 9
#times obs.: 5 19 23 21 14 12 3 2 1 0
I am supposed to calculate chi squared assuming the data fits a poisson dist. with mean u=3.
I have to group values >=6 all in one bin.
I am unsure of how to plot the poisson dist., and most of all how to control what goes into what bin, if that makes sense.
I have plotted a histogram using histc before..but it was with random numbers that I normalized. The amount in each bin was set for me.
I am super new...sorry if this question sucks.
You use bar to plot a bar graph in matlab.
So this is what you do:
v=0:9;
f=[5 19 23 21 14 12 3 2 1 0];
fc=f(find(v<6)); % copy elements where v<=6 into a new array
fc(end+1)=sum(f(v=>6)); % append the sum of elements where v=>6 to that array
figure
bar(v(v<=6), fc);
That should do the trick...
Now you didn't actually ask about the chi squared calculation. I would urge you not to put values of v>6 all into one bin for that calculation, as it will give you a really bad result.
There is another technique: if you use the hist function, you can choose the bins - and Matlab will automatically put things that exceed the limits into the last bin. So if your observations were in the array Obs, you can do what was asked with:
h = hist(Obs, 0:6);
figure
bar(0:6, h)
The advantage is that you have the array h available (frequencies) for other calculations.
If you do instead
hist(Obs, 0:6)
Matlab will plot the graph for you in a single statement (but you don't have the values...)
The points generated should be something like this-
21 32 34 54 76 34
23 55 67 45 75 23.322
54 23 45 76 85.1 32
the above example is when k=6.
How can I generate such a cluster of say around 1000 points and vary the value of k and the radius of the cluster.
Is there any built-in function that can do this for me? I can use any other tool if needed.
Any help would be appreciated.
Have a look at ELKI. It comes with a quite flexible data generator for clustering datasets, and there is a 640d subspace clustering example somewhere on the wiki.
Consider using d for the dimensionality, as when you are talking about clusters k usually refers to the number of clusters (think of k-means ...)
I think you would need to write your own code for this. Supposing your center is at the origin, you have to pick k numbers, in sequence, with the constraint at every step that the sum of the squares of all the numbers upto (and including) it must not exceed the radius of the hypersphere squared. That is, the k th number squared must be less than or equal to the radius squared minus the sum of the squares of all previously picked numbers.
If you have the stats toolbox this is easy
http://www.mathworks.co.uk/help/toolbox/stats/kmeans.html
Otherwise, you can quite easily write the code yourself using Lloyds algorithm.