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Posted to jira@arrow.apache.org by "ASF GitHub Bot (Jira)" <ji...@apache.org> on 2020/09/25 04:30:00 UTC
[jira] [Updated] (ARROW-10070) [C++][Compute] Implement stdev
aggregate kernel
[ https://issues.apache.org/jira/browse/ARROW-10070?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
ASF GitHub Bot updated ARROW-10070:
-----------------------------------
Labels: pull-request-available (was: )
> [C++][Compute] Implement stdev aggregate kernel
> -----------------------------------------------
>
> Key: ARROW-10070
> URL: https://issues.apache.org/jira/browse/ARROW-10070
> Project: Apache Arrow
> Issue Type: New Feature
> Components: C++
> Reporter: Yibo Cai
> Assignee: Yibo Cai
> Priority: Major
> Labels: pull-request-available
> Time Spent: 10m
> Remaining Estimate: 0h
>
> To calculate standard deviation of an array or chunked array.
> I would prefer two pass algorithm [1] as a balance of numerical stability and performance. Numpy uses this method to calculate variance [2].
> Welford's online algorithm [3] is more stable, but also more expensive in computation.
> [1] https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Two-pass_algorithm
> [2] https://github.com/numpy/numpy/blob/92ebe1e9a6aeb47a881a1226b08218175776f9ea/numpy/core/_methods.py#L176
> [3] https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford's_online_algorithm
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