Implement var and std
#29
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alxmrs
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Nov 21, 2023
Fixes cubed-dev#29. Here, I use existing cubed operations to implement `var` and `std`. Please let me know if I should reimplement the primitives as pure reductions.
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The implementation described at https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm looks like the one to use here. |
alxmrs
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Sep 26, 2024
Fixes cubed-dev#29. Here, I use existing cubed operations to implement `var` and `std`. Please let me know if I should reimplement the primitives as pure reductions.
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Do you have access to this paper? I think it would be a better algorithm for variance, since it's numerically stable: https://dl.acm.org/doi/10.1145/3221269.3223036 (the wiki article references this paper). |
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Slides are a good summary, too: https://ds.ifi.uni-heidelberg.de/files/Team/eschubert/publications/SSDBM18-covariance-slides.pdf |
tomwhite
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Oct 27, 2024
Fixes #29. Here, I use existing cubed operations to implement `var` and `std`. Please let me know if I should reimplement the primitives as pure reductions. List order follows import order. Add correction
tomwhite
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Oct 27, 2024
Fixes #29. Here, I use existing cubed operations to implement `var` and `std`. Please let me know if I should reimplement the primitives as pure reductions. List order follows import order. Add correction
tomwhite
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Oct 28, 2024
…hm (#596) * Implementation of `std` and `var`. Fixes #29. Here, I use existing cubed operations to implement `var` and `std`. Please let me know if I should reimplement the primitives as pure reductions. List order follows import order. Add correction * Parameterize tests * Add test for correction (failing) * Implement `var` and `std` using a numerically stable parallel algorithm Passes cubed/tests/test_array_api.py::test_var[False-0.0-0] Test example of poorly conditioned case for var * Update status page * Exclude std and var from JAX tests --------- Co-authored-by: Alex Merose <al@merose.com>
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