Added variance as a unary reduction #593
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jjwilke
added
the
category:new-feature
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See design doc for full details: https://docs.google.com/document/d/19H6xwGhuPq1ImGU3HryBusLlarqAC3Bxyn2e5f2gOKI This is much less complicated than #589 and also less memory efficient, but is much more numerically stable. |
manopapad
reviewed
Oct 7, 2022
| @@ -33,6 +33,8 @@ enum class UnaryRedCode : int { | |||
| MIN = CUNUMERIC_RED_MIN, | |||
| PROD = CUNUMERIC_RED_PROD, | |||
| SUM = CUNUMERIC_RED_SUM, | |||
| SUM_SQUARES = CUNUMERIC_RED_SUM_SQUARES, | |||
| VARIANCE = CUNUMERIC_RED_VARIANCE | |||
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Suggested change
| VARIANCE = CUNUMERIC_RED_VARIANCE | |
| VARIANCE = CUNUMERIC_RED_VARIANCE, |
manopapad
reviewed
Oct 7, 2022
| @@ -143,6 +143,8 @@ enum CuNumericUnaryRedCode { | |||
| CUNUMERIC_RED_MIN, | |||
| CUNUMERIC_RED_PROD, | |||
| CUNUMERIC_RED_SUM, | |||
| CUNUMERIC_RED_SUM_SQUARES, | |||
| CUNUMERIC_RED_VARIANCE | |||
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Suggested change
| CUNUMERIC_RED_VARIANCE | |
| CUNUMERIC_RED_VARIANCE, |
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manopapad
requested changes
Oct 6, 2023
|
/ok to test |
manopapad
approved these changes
Oct 19, 2023
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Adds algorithms for variance that try to balance numerical stability with memory efficiency. This uses a multi-pass algorithm to first compute the mean (more numerically stable) and then computes a single-pass unary reduction to compute the variance.