stat/running: Add running package for computing stats of a running st… #1067
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Currently a mostly complete sketch of how it could look (but needs better comments and tests). I think a good idea would be to have a |
stat/running/running.go
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| // is multiplied by 0.99 for every added value. If Decay is zero, a default | ||
| // value of 1 is used (the count is not decayed). | ||
| Decay float64 | ||
| InitCount float64 |
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Please add comments for these fields.
stat/running/running.go
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| // Reset resets the counter. The next accumulate will use the | ||
| // initial mean and count. | ||
| func (m *Mean) Reset() { | ||
| m.count = 0 |
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I don't think I understand how these are being used. I was going to suggest
m.count = m.InitCount
m.mean = m.InitMean
but then, the code in AccumWeighted doesn't make sense.
stat/running/running.go
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| import "math" | ||
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| // Mean helps compute running mean |
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// Mean is a running mean accumulator.? The "helps" seems odd.
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ping |
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Is this still being worked on? |
stat/running/running.go
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| return | ||
| } | ||
| decay := m.decay() | ||
| decay = math.Pow(decay, weight) | ||
| m.count *= decay | ||
| m.mean = (m.mean*m.count + v*weight) / (m.count + weight) | ||
| //m.mean = (m.mean*m.count + v*weight) / (m.count + weight) |
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Delete this commented out code?
stat/running/running.go
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| @@ -72,3 +81,11 @@ func (m *Mean) decay() float64 { | |||
| } | |||
| return m.Decay | |||
| } | |||
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| func updateMean(mean, count, v, weight float64) float64 { | |||
stat/running/running.go
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| } | ||
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| // Stats is an accumulator for running statistics. | ||
| type Stats struct { |
stat/running/running.go
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| set bool |
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I'm sorry, the last thing I pushed up was not what I meant to push. I pushed up what I intended now. Doing a refactor which will make it simpler. |
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Yep, this is way better, thanks for the comments. |
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What about exporting the fields? |
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| // Accum adds the value to the running total. | ||
| func (m *Mean) Accum(v float64) { | ||
| m.AccumWeighted(v, 1) |
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I'd do this explicitly here. There are elidable checks and math.Pow is not cheap.
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@btracey Do you want to keep this open? |
| import "math" | ||
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| // Mean is a running mean accumulator. | ||
| type Mean struct { |
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Should we maybe name this type "MeanExpDecay" to leave the floor open for other running mean implementations?
…ream of data
Fixes #1037.
Please take a look.