refac: optimize WelfordStatistics update and finalization
#325
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CatEek
approved these changes
Dec 12, 2024
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Realized that outputs do not perfectly match with previous approach. I'll have a second look before merging |
… instead of `m2`
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Issues with tests + bug in the std computation are now solved. In the future memory efficiency can be improved, the |
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Description
This PR replaces the current inefficient implementation of Welford statustics update and finalization with a faster numpy based implementation.
running_stats.py.Notes
No tests are there at the moment. However results provided by refactored code match the ones using the old version.
Please ensure your PR meets the following requirements: