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minor change to wevar #5

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microprediction opened this issue Dec 12, 2024 · 3 comments
Open

minor change to wevar #5

microprediction opened this issue Dec 12, 2024 · 3 comments

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@microprediction
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Hi are you still developing this project?

I might have someone (and maybe myself) to add a few little things, maybe starting with this...
online-ml/river#1619

@AdilZouitine
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Yes we maintain the project! What do you want to add ?

@microprediction
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I've found myself using fewvar.py in place of ewvar.py because the answers make more sense (to me) during the burn-in period and it converges to var.py as we vary the fading_factor. In contrast ewvar.py is highly sensitive to the first value and will take a long time to converge, potentially. Similar comments apply to the EWMean.

@microprediction
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microprediction commented Dec 19, 2024

I'm not fixated on names btw just trying to conform to river. Also not a rust guy yet but that should probably change!

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