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single-pass raft::stats::meanvar #472

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merged 5 commits into from
Feb 4, 2022

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achirkin
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@achirkin achirkin commented Feb 1, 2022

Add a helper to compute column-wise mean and variance for a matrix in a single pass.

Implementation and tests are to a large extent copy-pasted from raft::stats::mean and raft::stats::stddev.
It is to be used in cuml's ML::GLM::preProcessData, where it finishes ~1.8 faster compared to running mean+var separately (on column-major data).

@achirkin achirkin requested review from a team as code owners February 1, 2022 14:37
@achirkin achirkin added feature request New feature or request non-breaking Non-breaking change and removed cpp CMake labels Feb 1, 2022
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Looks great, just one very minor thing

cpp/include/raft/stats/meanvar.hpp Outdated Show resolved Hide resolved
@cjnolet cjnolet removed the request for review from a team February 2, 2022 20:26
@achirkin achirkin requested review from a team as code owners February 3, 2022 14:01
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LGTM

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achirkin commented Feb 4, 2022

rerun tests

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cjnolet commented Feb 4, 2022

rerun tests

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cjnolet commented Feb 4, 2022

@gpucibot merge

@rapids-bot rapids-bot bot merged commit a7832bc into rapidsai:branch-22.04 Feb 4, 2022
@achirkin achirkin deleted the fea-stats-meanvar branch March 31, 2022 06:10
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2 participants