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Refactor variance calculation in Matrix class for improved performance #1025

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Merged
ishii-norimi merged 1 commit into from
Nov 22, 2025
Merged

Refactor variance calculation in Matrix class for improved performance #1025

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17 changes: 13 additions & 4 deletions lib/util/matrix.js
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Original file line number Diff line number Diff line change
Expand Up @@ -1802,21 +1802,30 @@ export default class Matrix {
* @returns {Matrix<number> | number} Variance values
*/
variance(axis = -1, ddof = 0) {
const m = this.mean(axis)
if (axis < 0) {
return this._value.reduce((acc, v) => acc + (v - m) ** 2, 0) / (this.length - ddof)
let v = 0
let v2 = 0
const den = this.length - ddof
for (let i = 0; i < this.length; i++) {
v += this._value[i]
v2 += this._value[i] ** 2
}
return v2 / den - (v / den) ** 2
}
let v_step = axis === 0 ? 1 : this.cols
let s_step = axis === 0 ? this.cols : 1
const new_size = [].concat(this._size)
new_size[axis] = 1
const den = this._size[axis] - ddof
const mat = Matrix.zeros(...new_size)
for (let n = 0, nv = 0; n < mat.length; n++, nv += v_step) {
let v = 0
let v2 = 0
for (let i = 0; i < this._size[axis]; i++) {
v += (this._value[i * s_step + nv] - m._value[n]) ** 2
v += this._value[i * s_step + nv]
v2 += this._value[i * s_step + nv] ** 2
}
mat._value[n] = v / (this._size[axis] - ddof)
mat._value[n] = v2 / den - (v / den) ** 2
}
return mat
}
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6 changes: 3 additions & 3 deletions tests/lib/util/matrix.test.js
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Original file line number Diff line number Diff line change
Expand Up @@ -2663,7 +2663,7 @@ describe('Matrix', () => {
[4, 5, 6],
]
const org = new Matrix(2, 3, data)
expect(org.variance()).toBe(17.5 / 6)
expect(org.variance()).toBeCloseTo(17.5 / 6)
})

test('axis 0', () => {
Expand All @@ -2685,7 +2685,7 @@ describe('Matrix', () => {
const org = new Matrix(2, 3, data)
const prod = org.variance(1)
expect(prod.sizes).toEqual([2, 1])
expect(prod.value).toEqual([8 / 3, 8 / 3])
expect(prod.value).toEqual([expect.closeTo(8 / 3), expect.closeTo(8 / 3)])
})
})

Expand Down Expand Up @@ -2718,7 +2718,7 @@ describe('Matrix', () => {
const org = new Matrix(2, 3, data)
const prod = org.std(1)
expect(prod.sizes).toEqual([2, 1])
expect(prod.value).toEqual([Math.sqrt(8 / 3), Math.sqrt(8 / 3)])
expect(prod.value).toEqual([expect.closeTo(Math.sqrt(8 / 3)), expect.closeTo(Math.sqrt(8 / 3))])
})
})

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