[GitHub] [systemds] j143 opened a new pull request #1260: [SYSTEMDS-2968] Cumulative sum with decay multiplier

[GitBox <gi...@apache.org>]

j143 opened a new pull request #1260:
URL: https://github.com/apache/systemds/pull/1260


   Generally used for efficient calculation with the help of
   momentum as discussed at https://cs.stackexchange.com/a/73760
   
   --
   For people familiar with python
   ```py
   import numpy as np
   
   data = np.array([2, 3, 0, 0, 4, 3], dtype=float)
   
   result = []
   last_value = 0
   for d in data:
       last_value = (last_value + d)*.95 # apply decay=0.95
       result.append(last_value)
   ```
   Related discussion as to how to cumsum with decay with:
   
   NumPy - https://stackoverflow.com/q/28915088
   
   Tensorflow 2.0 - https://stackoverflow.com/a/60635516
   
   R - https://stackoverflow.com/q/14814752


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[GitHub] [systemds] j143 merged pull request #1260: [SYSTEMDS-2968] Cumulative sum with decay multiplier

[GitBox <gi...@apache.org>]

j143 merged pull request #1260:
URL: https://github.com/apache/systemds/pull/1260


   


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