whylogs.core.metrics.maths#
Centralized module for core math logic.
These utility functions can be hard to reason about so it’s important to keep them as centralized as possible and close to the original pseudo code.
Module Contents#
Functions#
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Verbatim copy of the parallel variance algorithm from Wikipedia. |
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Attributes#
- whylogs.core.metrics.maths.VarianceM2Result#
- whylogs.core.metrics.maths.parallel_variance_m2(*, first: VarianceM2Result, second: VarianceM2Result) VarianceM2Result#
Verbatim copy of the parallel variance algorithm from Wikipedia.
Source: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm :param first: the :class:VarianceM2Result object for the first stream :param second: the :class:VarianceM2Result object for the second stream
- Returns
The variance result of the overall stream.
- Parameters
first (VarianceM2Result) –
second (VarianceM2Result) –
- Return type
VarianceM2Result
- whylogs.core.metrics.maths.welford_online_variance_m2(*, existing: VarianceM2Result, new_value: float) VarianceM2Result#
- Parameters
existing (VarianceM2Result) –
new_value (float) –
- Return type
VarianceM2Result