[jira] [Commented] (MAHOUT-630) Small bug in WeightedRunningAverage; add WeightedRunningAverageAndStdDev

["Ted Dunning (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MAHOUT-630?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13009684#comment-13009684 ] 

Ted Dunning commented on MAHOUT-630:
------------------------------------

Looks fine.  It uses the less accurate formula for standard deviation, but that isn't a big deal in most applications.

To do better would require adapting Welford's method which would require some thought (which this implementation does not).

There is also the question of progressively accumulating error.  Again, I don't think that the applications of this version
require that be addressed.


> Small bug in WeightedRunningAverage; add WeightedRunningAverageAndStdDev
> ------------------------------------------------------------------------
>
>                 Key: MAHOUT-630
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-630
>             Project: Mahout
>          Issue Type: Bug
>          Components: Collaborative Filtering
>    Affects Versions: 0.4
>            Reporter: Sean Owen
>            Assignee: Sean Owen
>            Priority: Minor
>              Labels: average, standard-deviation, weighted
>             Fix For: 0.5
>
>         Attachments: MAHOUT-630.patch
>
>
> There's a problem in the WeightedRunningAverage handling of a new weighted datum. While looking at that I said, hey, we could use WeightedRunningAverageAndStdDev to go with it. And some tests.

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