Pearson correlation in PHP

Question

I'm trying to implement the calculation of correlation coefficient of people between two sets of data in php. I'm just trying to do the porting python script that can be found at this url http://answers.oreilly.com/topic/1066-how-to-find-similar-users-with-python/

my implementation is the following:

class LB_Similarity_PearsonCorrelation implements LB_Similarity_Interface{
public function similarity($user1, $user2){

    $sharedItem = array();
    $pref1 = array();
    $pref2 = array();

    $result1 = $user1->fetchAllPreferences();
    $result2 = $user2->fetchAllPreferences();

    foreach($result1 as $pref){
        $pref1[$pref->item_id] = $pref->rate;
    }

    foreach($result2 as $pref){
        $pref2[$pref->item_id] = $pref->rate;
    }

    foreach ($pref1 as $item => $preferenza){
        if(key_exists($item,$pref2)){
            $sharedItem[$item] = 1;
        }
    }

    $n = count($sharedItem);
    if ($n == 0) return 0;

    $sum1 = 0;$sum2 = 0;$sumSq1 = 0;$sumSq2 = 0;$pSum = 0;

    foreach ($sharedItem as $item_id => $pre) {
        $sum1 += $pref1[$item_id];
        $sum2 += $pref2[$item_id];

        $sumSq1 += pow($pref1[$item_id],2);
        $sumSq2 += pow($pref2[$item_id],2);

        $pSum += $pref1[$item_id] * $pref2[$item_id];
    }

    $num = $pSum - (($sum1 * $sum2) / $n);
    $den = sqrt(($sumSq1 - pow($sum1,2)/$n) * ($sumSq2 - pow($sum2,2)/$n));
    if ($den == 0) return 0;
    return $num/$den;

}
}

clarification to better understand the code, the method fetchAllPreferences return back a set of objects that are actually the items, turns them into an array for ease of management

I'm not sure that this implementation is correct, in particular I have some doubts about the correctness of the calculation of the denominator.

any advice is welcome.

thanks in advance!

Answer 1

This is my solution:

function php_correlation($x,$y){
    if(count($x)!==count($y)){return -1;}   
    $x=array_values($x);
    $y=array_values($y);    
    $xs=array_sum($x)/count($x);
    $ys=array_sum($y)/count($y);    
    $a=0;$bx=0;$by=0;
    for($i=0;$i<count($x);$i++){     
        $xr=$x[$i]-$xs;
        $yr=$y[$i]-$ys;     
        $a+=$xr*$yr;        
        $bx+=pow($xr,2);
        $by+=pow($yr,2);
    }   
    $b = sqrt($bx*$by);
    if($b==0) return 0;
    return $a/$b;
}

http://profprog.ru/korrelyaciya-na-php-php-simple-pearson-correlation/

Answer 2

Your algorithm looks mathematically correct but numerically unstable. Finding the sum of squares explicitly is a recipe for disaster. What if you have numbers like array(10000000001, 10000000002, 10000000003)? A numerically stable one-pass algorithm for calculating the variance can be found on Wikipedia, and the same principle can be applied to computing the covariance.

Easier yet, if you don't care much about speed, you could just use two passes. Find the means in the first pass, then compute the variances and covariances using the textbook formula in the second pass.