- 1-Norm
The

*1-norm*provides a length measure for the interpretation of vector spaces as orthogonal lattices. For a vector space of dimension*n*, the norm is given by: [1]\[\|\vec{x}\|_{1} := \sum_{i=1}^{n} |x_{i}|\]The 1-norm specifies the p-norm for the case \(p=1\) and induces the Manhattan distance to the underlying vector space. When applied to a random sample, the Manhattan distance is also known as the sum of absolute differences.

References

[1] https://en.wikipedia.org/wiki/Taxicab_geometry - Chebyshev Distance
The

*Chebyshev Distance*generates the*Chebyshev Metric*. For a vector space of dimension*n*, the Chebyshev distance is given by: [2]\[d_{\infty}(\vec{x},\,\vec{y}) := \underset{i}{\max}\left(|y_{i}-x_{i}|\right)\]The Chebyshev distance is induced by the Maximum norm and specifies the Minkowski distance for the transition \(p\rightarrow\infty\).

[2] https://en.wikipedia.org/wiki/Chebyshev_distance - Euclidean Distance
The

*Euclidean Distance*corresponds to the natural geometric interpretation of a vector space. For an underlying vector space of dimension*n*, the Euclidean distance is given by: [3]\[d_{2}(\vec{x},\,\vec{y}) := \left(\sum_{i=1}^{n}|y_{i}-x_{i}|^{2}\right)^{1/2}\]The Euclidean distance is induced by the Euclidean norm and specifies the Minkowski distance for the case \(p=2\). With respect to regression analysis the Euclidean distance endows the components of a random sample with a discrepancy measure, between observed an estimated realizations. This discrepancy measure is commonly referred as Residual sum of squares (RSS) and provides the foundation for the method of least squares. [4]

[3] https://en.wikipedia.org/wiki/Euclidean_distance [4] https://en.wikipedia.org/wiki/Least_squares - Euclidean Norm
The

*Euclidean norm*provides the fundamental length measure for natural geometric interpretations of vector spaces. For a vector space of dimension*n*, the Euclidean norm is given by: [5]\[\|\vec{x}\|_{2} := \left(\sum_{i=1}^{n}|x_{i}|^{2}\right)^{1/2}\]The Euclidean norm equals the p-norm for \(p=2\) and induces a the Euclidean distance to it’s domain.

[5] https://en.wikipedia.org/wiki/Euclidean_norm - Frobenius Distance
The

*Frobenius Distance*is a distance measure for matrices. For a vector space of dimension \(n \times m\), the Frobenius distance is defined by: [6]\[d_{F}(A,\,B) := {\left(\sum_{i=1}^{m}\sum_{j=1}^{n} |b_{ij} - a_{ij}|^{2}\right)}^{1/2}\]The Frobenius distance is induced by the Frobenius norm and specifies the pq-distance for the case \(p=q=1\).

[6] https://en.wikipedia.org/wiki/Frobenius_norm - Frobenius Norm
The

*Frobenius norm*is a matrix norm, which is derived by the consecutive evaluation of the Euclidean norm for the rows and columns of a matrix. For an underlying vector space of dimension \(n \times m\), the Frobenius norm is given by: [7]\[\|A\|_{F} := {\left(\sum_{i=1}^{m}\sum_{j=1}^{n} |a_{ij}|^{2}\right)}^{1/2}\]The Frobenius norm specifies the pq-norm for the case \(p=q=2\).

[7] https://en.wikipedia.org/wiki/Frobenius_norm - Hölder Mean
The

*Hölder means*generalize the*Arithmetic mean*and the*Geometric mean*, in the same way as the p-norm generalizes the Euclidean norm and the 1-norm. For a positive real number*p*and a vector space of dimension*n*, the Hölder mean for absolute values is given by: [8]\[M_{p}(\vec{x}) := \left({\frac{1}{n}}\sum_{i=1}^{n}|x_{i}|^{p}\right)^{1/p}\]By it’s definition it follows, that for \(p \geq 1\) the Hölder means for absolute values are linear related to the p-norms:

\[M_{p}(\vec{x}) = \left(\frac{1}{n}\right)^{1/p}\|\vec{x}\|_{p}\]As a consequence for \(p \geq 1\) the Hölder means of absolute values are norms and thus induce distances to their underlying domains. These are occasionally referred as power mean difference.

The Hölder means and their respective distances, have important applications in regression analysis. When applied to the components of a random sample, the Hölder means of absolute values are known as the absolute sample moments and their induces metrices provide normalized measures of statistical dispersion.

[8] https://en.wikipedia.org/wiki/Power_mean - Manhattan Distance
The

*Manhattan Distance*corresponds to the interpretation of vector spaces as orthogonal lattices. For a vector space of dimension*n*, the Manhattan distance is given by: [9]\[d_{1}(\vec{x},\,\vec{y}) := \sum_{i=1}^{n}|y_{i}-x_{i}|\]The Manhattan distance is induced by the 1-norm and specifies the Minkowski distance for \(p=1\). When applied to a fixed set of outcomes of a random variable, the Minkowski distance is a measure of discrepancy measure and referred as Sum of Absolute Differences.

[9] https://en.wikipedia.org/wiki/Taxicab_geometry - Maximum Norm
The

*Maximum norm*provides a length measure for vector spaces. For a vector space of dimension*n*, the Maximum norm is given by: [10]\[\|\vec{x}\|_{\infty} := \underset{i}{\max}\left(|x_{i}|\right)\]The Maximum norm specifies the p-norm for the case \(p\rightarrow\infty\) and induces the Chebyshev distance to it’s domain.

[10] https://en.wikipedia.org/wiki/Maximum_norm - Mean Absolute
The

*Mean Absolute*provides a normalized length measure for the interpretation of vector spaces as orthogonal lattices. For a vector space of dimension*n*, it is given by:\[M_{1}(\vec{x}) := \frac{1}{n} \sum_{i=1}^{n}|x_i|\]The Mean Absolute specifies the Hölder mean of absolute values for the case \(p=1\) and is linear dependent to the 1-norm:

\[M_{1}(\vec{x}) = \frac{\|\vec{x}\|_{1}}{n}\]Due to this linear relationship the Mean Absolute is a valid vector space norm and thus induces a distance to it’s underlying domain, which is referred as mean absolute difference.

- Mean Absolute Difference
The

*Mean Absolute Difference*(MD) is a normalized distance measure for the interpretation of vector spaces as orthogonal lattices. For a vector space of dimension*n*, this distance is given by:\[\mathrm{MD}_{1}(\vec{x},\,\vec{y}) := \frac{1}{n}\sum_{i=1}^n|y_{i}-x_{i}|\]The mean absolute difference is induced by the mean absolute and specifies the power mean difference for the case \(p=1\). Furthermore the mean absolute difference is linear dependent to the Manhattan distance:

\[\mathrm{MD}_{1}(\vec{x},\,\vec{y}) = \frac{d_{1}(\vec{x},\,\vec{y})}{n}\]The term ‘mean absolute difference’ is frequently associated with it’s application to sampled values [11]. In regression analysis it provides a consistent and unbiased estimator for the mean absolute error of a predictor.

[11] https://en.wikipedia.org/wiki/Mean_absolute_difference - Minkowski Distance
The class of

*Minkowski Distances*provides different geometric interpretations of vector spaces. For a real number \(p \geq 1\) and a vector space of dimension*n*, the Minkowski distance is given by: [12]\[d_{p}(\vec{x},\,\vec{y}) := \left(\sum_{i=1}^{n}|y_{i}-x_{i}|^{p}\right)^{1/p}\]The class of Minkowski distances is induced by the p-norm and comprises the Euclidean distance the Manhattan distance and the Chebyshev distance

[12] https://en.wikipedia.org/wiki/Minkowski_distance - p-Norm
The

*p-norms*provide length measures for different geometric interpretations of vector spaces. For a real number \(p \geq 1\) and a vector space of dimension*n*, the p-norm is given by: [13]\[\|\vec{x}\|_{p} := \left(\sum_{i=1}^{n} |x_{i}|^{p}\right)^{1/p}\]For \(0 \leq p < 1\) an evaluation according to the p-norm does not satisfy the triangle inequality and yields a quasi-norm.

The p-norms generalize the 1-Norm, the Euclidean Norm and the Maximum Norm. The class of distances, induced by the p-norms are referred as Minkowski distance.

[13] https://en.wikipedia.org/wiki/P_norm - pq-Distance
The

*pq-Distances*are matrix distances, which are derived by an elementwise application of the p-norm to the rows of two matrices, followed by an elementwise application of another p-norm to the columns. For real numbers \(p,\,q \geq 1\) and an underlying vector space of dimension \(n \times m\), the pq-distance is given by: [14]\[d_{p,q}(A,\,B) := \left(\sum_{j=1}^{m} \left(\sum_{i=1}^{n}|a_{ij}-b_{ij}|^{p}\right)^{q/p} \right)^{1/q}\]For the case \(p = q = 2\), the pq-distance is also referred as Frobenius distance.

[14] https://en.wikipedia.org/wiki/Matrix_norm#L2,1_and_Lp,q_norms - pq-Norm
The

*pq-Norms*are matrix norms, which are derived by an elementwise application of the p-norm to the rows of a matrix, followed by an elementwise application of another p-norm to the columns. For real numbers \(p,\,q \geq 1\) and an underlying vector space of dimension \(n \times m\), the pq-norm is given by: [15]\[\|A\|_{p,q} := \left(\sum_{j=1}^{m} \left(\sum_{i=1}^{n}|a_{ij}|^{p}\right)^{q/p}\right)^{1/q}\]For the case \(p = q = 2\), the pq-norm is also referred as Frobenius norm.

[15] https://en.wikipedia.org/wiki/Matrix_norm#L2,1_and_Lp,q_norms - Power Mean Difference
The

*Power Mean Differences*are normalized distance measures for different geometric interpretations of vector spaces. For a real number \(p \geq 1\) and a vector space of dimension*n*, the power mean difference is given by:\[\mathrm{MD}_p(\vec{x},\,\vec{y}) := \left(\frac{1}{n}\sum_{i=1}^n|y_{i}-x_{i}|^p\right)^{1/p}\]The power mean differences are induced by the Hölder mean for absolute values and linear related to the Minkowski distance:

\[\mathrm{MD}_p(\vec{x},\,\vec{y}) = \left(\frac{1}{n}\right)^{1/p}d_p(\vec{x},\,\vec{y})\]When applied to the components of a random sample, the Power-Mean differences are normalized measures of statistical dispersion.

- Quadratic Mean
The

*Quadratic Mean*is a normalized length measure for the geometric interpretation of vector spaces. For a vector space of dimension*n*, it is given by: [16]\[M_{2}(\vec{x}) := \left({\frac{1}{n}}\sum_{i=1}^{n}|x_{i}|^{2}\right)^{1/2}\]The quadratic mean specifies the Hölder mean for \(p=2\) and is linear dependent to the Euclidean norm:

\[M_{2}(\vec{x}) = \frac{\|\vec{x}\|_{2}}{\sqrt{n}}\]Due to this linear relationship the quadratic mean is a valid vector space norm and thus induces a distance to it’s underlying domain, which occasionally is referred as the quadratic mean difference. When applied to the components of a random sample, the quadratic mean norm is a sample statistic, which is referred as Root-Mean-Square error.

[16] https://en.wikipedia.org/wiki/Quadratic_mean - Quadratic Mean Difference
The

*Quadratic Mean Difference*is a normalized distance measure for the natural geometric interpretation of vector spaces. For a vector space of dimension*n*, the distance is given by:\[\mathrm{MD}_2(\vec{x},\,\vec{y}) := {\left(\frac{1}{n}\sum_{i=1}^n|y_{i}-x_{i}|\right)}^{1/2}\]The quadratic mean difference is induced by the quadratic mean and specifies the power mean difference for \(p=2\). Furthermore the quadratic mean difference is linear dependent to the Euclidean distance:

\[\mathrm{MD}_{2}(\vec{x},\,\vec{y}) = \frac{d_2(\vec{x},\,\vec{y})}{\sqrt{n}}\]When applied to individual components of a random sample, the quadratic mean difference is a measure of statistical dispersion and referred as Root-Mean-Square Error.

- Association Measure
*Association measures*refer to a wide variety of coefficients, that measure the statistical strength of relationships between the variables of interest. These measures can be directed / undirected, signed / unsigned and normalized or unnormalized. Examples for association measures are the Pearson correlation coefficient, Mutual information or Statistical Interactions.- Discrepancy Measure
*Discrepancy measures*are binary functions in spaces of random variables, that induce a semi-metric to the underlying space. [17] In regression analysis discrepancies are used to assess the accuracy of a predictor, by quantifying the expected deviation between observed and predicted realizations. By minimizing a discrepancy with respect to parameters, it serves as an objective function for parameter and model selection.[17] https://en.wikipedia.org/wiki/discrepancy_function - Mean Absolute Error
The

*Mean Absolute Error*(MAE) is a discrepancy measure, that assesses the accuracy of a predictor. For an observable random variable \(Y\) and a corresponding predictor \(\hat{Y}\) the MAE is given by:\[\mathrm{MAE} := \mathrm{E}\left[|Y-\hat{Y}|\right]\]The MAE has a consistent and unbiased estimator, given by the mean absolute difference of observations and predictions. For

*n*observations \(\mathbf{y}\) with corresponding predictions \(\hat{\mathbf{y}}\) the MAE is estimated by:\[\mathrm{MD}_1(\mathbf{y},\,\hat{\mathbf{y}}) \xrightarrow{\, n \to \infty \, } \mathrm{MAE}\]Due to this transition, the MAE adopts all required properties from the mean absolute difference, to induce a valid metric to the space of random variables.

- Mean Squared Error
The

*Mean Squared Error*(MSE) is a discrepancy measure, that assesses the accuracy of a predictor. For an observable random variable \(Y\) and a corresponding predictor \(\hat{Y}\) the MSE is given by:\[\mathrm{MSE} := \mathrm{E}\left[(Y-\hat{Y})^2\right]\]The MSE has a consistent and unbiased estimator, given by the squared quadratic mean difference of observations and predictions. For

*n*observations \(\mathbf{y}\) with corresponding predictions \(\hat{\mathbf{y}}\) the MSE is estimated by:\[\mathrm{MD}_2(\mathbf{y},\,\hat{\mathbf{y}})^2 \xrightarrow{\, n \to \infty \, } \mathrm{MSE}\]In difference to the Root-Mean-Square Error, the MSE does not satisfy the triangle inequality and therefore does not define a valid distance measure. Since the MSE, however, is positive definite and subhomogeneous, it induces a semi-metric to the underlying space of random variables.

- Residual Sum of Squares
The

*Residual Sum of Squares*(RSS) is a discrepancy measure, that assesses the accuracy of a predictor with respect to a fixed (finite) set of observations. For an observable random variable \(Y\) with*n*fixed observations \(\mathbf{y}\) and a predictor \(\hat{Y}\) with corresponding predictions \(\hat{\mathbf{y}}\) the RSS is given by:\[\mathrm{RSS}(\mathbf{y},\,\hat{\mathbf{y}}) := \sum_{i=1}^{n}(y_{i}-\hat{y}_{i})^2\]The RSS equals the squared Euclidean distance, which does not satisfy the triangle inequality and therefore does not define a valid distance measure. Since the RSS, however, is positive definite and subhomogeneous, it induces a semi-metric to the underlying space of random variables.

- Root-Mean-Square Error
The

*Root-Mean-Square Error*(RMSE) is a discrepancy measure, that assesses the accuracy of a predictor. For an observable random variable \(Y\) and a corresponding predictor \(\hat{Y}\) the RMSE is given by:\[\mathrm{RMSE} := \mathrm{E}\left[(Y-\hat{Y})^2\right]^{1/2}\]The RMSE has a consistent and unbiased estimator, given by the quadratic mean difference of observations and predictions. For

*n*observations \(\mathbf{y}\) with corresponding predictions \(\hat{\mathbf{y}}\) the RMSE is estimated by:\[\mathrm{MD}_2(\mathbf{y},\,\hat{\mathbf{y}}) \xrightarrow{\, n \to \infty \, } \mathrm{RMSE}\]Due to this transition, the RMSE adopts all required properties from the quadratic mean difference, to induce a valid metric to the space of random variables.

- Sum of Absolute Differences
The

*Sum of Absolute Differences*(SAD) is a discrepancy measure, that assesses the accuracy of a predictor with respect to a fixed (finite) set of observations. For an observable random variable \(Y\) with*n*fixed observations \(\mathbf{y}\) and a predictor \(\hat{Y}\) with corresponding predictions \(\hat{\mathbf{y}}\) the RSS is given by:\[\mathrm{SAD}(\mathbf{y},\,\hat{\mathbf{y}}) := \sum_{i=1}^{n}|y_{i}-\hat{y}_{i}|\]The SAD equals the Manhattan distance and therefore is also a valid distance measure within the underlying space of random variables. The SAD is effectively the simplest possible distance, that takes into account every observation of a fixed finite set. This makes SAD an extremely fast distance measure.

- Field Identifier
*Field Identifiers*uniquely identify fields within objects. Since objects may comprise fields, given by it’s attributes, items or / and other accessing mechanisms, the identification mechanism of the fields depends on the domain type of the object:objects: For the domain type `object`

fields are identified by attribute names, and therefore required to be valid identifiers as specified in**PEP 3131**. Additionally the functions in the module`nemoa.base.operator`

accept the usage of dots, for the identification of arbitrary sub-objects within object hierarchies.mappings: For the domain type `dict`

(or any subclass of the`Mapping class`

) fields are identified by the keys of the mappings and therefore required to be hashable. Additionally the functions in the module`nemoa.base.operator`

require, that the field identifiers are not given by tuples.sequences: For the domain type `tuple`

(or any subclass of the`Sequence class`

) the fields are identifiers are not the names of fields, but their position within the sequence (starting with 0) and therefore required to be non-negative integers.- Domain Like
*Domain Like*parameters are used to specify the*type*and the*frame*of the domain and the target (codomain) of an operator. Thereby the format, which is used for the specification depends an the respective type:Domain types that use named field identifiers (like

`object`

or`dict`

) do not require the specification of a frame. In this case the parameter format is given by a single term <type>, where <type> may ether be a supported`type`

of the respective parameter or None, for the default behavior of the respective function.Domain types that use positional field identifiers (like

`tuple`

or`list`

) require the specification of a frame, to map variable names to their positions within the frame. In this case the parameter format is given by a tuple (<type>, <frame>), where the term <frame> is required to be a tuple of valid field identifiers in the domain type.- Variable Definition
*Variable Definition*parameters are used to specify the mapping of fields to variables. For a variable that represents a named field (e.g. group keys in grouped sequences, etc.), it is sufficient to only provide the identifier of the field. If the underlying domain type, however, does not support named fields or the variable name shall be different to the field identifier, then the variable name has to be included in the definition by (<field>, <name>), where <name> is required to be a valid identifier.For a variable that only depends on a single named field, but is not identical identical to the field, the mapping from the field to the variable has to be specified by an operator (e.g. an aggregation function), which has to be included within the definition by (<field>, <operator>). If the underlying domain type, does not support named fields or the variable name is required to be different to the field identifier, then the definition has to be given by the format (<field>, <operator>, <name>).

For a variable that depends on multiple fields the definition has to be given in the format (<fields>, <operator>, <name>), where <fields> is a tuple of valid field identifiers in the domain type and <operator> an operator, which accepts the specified fields as arguments.

- Row Like
*Row like*data comprises different data formats, which are used to represent table records. This includes tuples, mappings and instances of the`Record class`

. The`Table class`

accepts these data types for appending rows by`insert()`

and for retrieving rows by`select()`

.- Cursor Mode
The

*cursor mode*defines the*scrolling type*and the*operation mode*of a cursor. Internally the respective parameters of the`Cursor class`

are identified by binary flags. The public interface uses a string representation, given by the space separated names of the scrolling type and the the operation mode. Supported scrolling types are:forward-only: The default scrolling type of cursors is called a forward-only cursor and can move only forward through the result set. A forward-only cursor does not support scrolling but only fetching rows from the start to the end of the result set. scrollable: A scrollable cursor is commonly used in screen-based interactive applications, like spreadsheets, in which users are allowed to scroll back and forth through the result set. However, applications should use scrollable cursors only when forward-only cursors will not do the job, as scrollable cursors are generally more expensive, than forward-only cursors. random: Random cursors move randomly through the result set. In difference to a randomly sorted cursor, the rows are not unique and the number of fetched rows is not limited to the size of the result set. If the method `fetch()`

is called with a zero value for size, a CursorModeError is raised.Supported operation modes are:

dynamic: A **dynamic cursor**is built on-the-fly and therefore comprises any changes made to the rows in the result set during it’s traversal, including new appended rows and the order of it’s traversal. This behavior is regardless of whether the changes occur from inside the cursor or by other users from outside the cursor. Dynamic cursors are thread-safe but do not support counting filtered rows or sorting rows.indexed: Indexed cursors (aka Keyset-driven cursors) are built on-the-fly with respect to an initial copy of the table index and therefore comprise changes made to the rows in the result set during it’s traversal, but not new appended rows nor changes within their order. Keyset driven cursors are thread-safe but do not support sorting rows or counting filtered rows. static: Static cursors are buffered and built during it’s creation time and therefore always display the result set as it was when the cursor was first opened. Static cursors are not thread-safe but support counting the rows with respect to a given filter and sorting the rows. - Aggregation Function
*Aggregation Functions*are`callable`

objects, that transform sequences of objects of a given domain into a single value. Examples include`len()`

,`sum()`

,`min()`

or`max()`

, but depending on the domain, many out-of-the-box aggregators are shipped with the standard library package`statistics`

or with third party packages like`numpy`

.