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Implement online standard deviation algorithm

Implemented Welford's method for calculating standard deviation as data
points arrive.
master
Chris Shyi 7 years ago
parent
commit
7b153649bf
  1. 20
      spotifyvis/views.py

20
spotifyvis/views.py

@ -145,4 +145,22 @@ def get_features(track_id, token):
if key not in useless_keys:
features_dict[key] = val
return features_dict
return features_dict
def update_std_dev(cur_mean, new_data_point, sample_size):
"""Calculates the standard deviation for a sample without storing all data points
Args:
cur_mean: the current mean for N = (sample_size - 1)
new_data_point: a new data point
sample_size: sample size including the new data point
Returns:
(updated_mean, std_dev)
"""
# This is an implementationof Welford's method
# http://jonisalonen.com/2013/deriving-welfords-method-for-computing-variance/
new_mean = ((sample_size - 1) * cur_mean + new_data_point) / sample_size
std_dev = (new_data_point - new_mean) * (new_data_point - cur_mean)
return new_mean, std_dev
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