Possible type instability in OnlineStatsBase.jl

[nic-barbara]

In OnlineStatsBase.jl, why are some statistics types subtyped with OnlineStat{Number}? For example:

mutable struct Mean{T,W} <: OnlineStat{Number}
    μ::T
    weight::W
    n::Int
end
Mean(T::Type{<:Number} = Float64; weight = EqualWeight()) = Mean(zero(T), weight, 0)

Is there a reason we can't have mutable struct Mean{T,W} <: OnlineStat{T} instead? This means that when input() is called on statistics like Mean() it will always return Number instead of the actual input type (eg: Float32). The issue appears to affect Mean, Moments, Sum, and variance.

---

I noticed this while playing around with a Mean/Stdev filter. My original code is as follows (and feel free to offer any suggestions on better/more efficient ways to do this, I'm new to this package).

using BenchmarkTools
using OnlineStatsBase

mutable struct MeanStdFilter{T}
    nu::Int
    tracker::OnlineStat
end

function MeanStdFilter(nu::Int; T::DataType=Float32)
    s = [Series(Mean(T), Variance(T)) for _ in 1:nu]
    return MeanStdFilter{T}(nu, Group(s...))
end

function _get_mean_var(m::MeanStdFilter{T}) where T
    vals = value.(value(m.tracker))
    return reinterpret(reshape, T, collect(vals))
end

function (m::MeanStdFilter)(x::AbstractVector)
    fit!(m.tracker, x)
    μσ2 = _get_mean_var(m)
    return (x .- μσ2[1,:]) ./ sqrt.(μσ2[2,:])
end

# Test runtime
nu = 4
T = Float32
m = MeanStdFilter(nu; T)

# @btime m(randn(T,nu));
@btime _get_mean_var(m);

Running with T = Float32 I get:

1.014 μs (18 allocations: 608 bytes)

and with T = Float64 it increases to:

549.342 ns (6 allocations: 480 bytes)

I suspect this is to do with having to convert Float64 to Float32 at some point in the pipeline because of the issue raised above.

Thanks in advance for any help!

[nic-barbara]

Actually given this is an issue to OnlineStatsBase.jl I'll move the discussion over to there. Apologies for the inconvenience.