Online (one-pass) algorithms
Read OriginalThis article discusses online (one-pass) algorithms, using Welford's algorithm for computing mean and variance as a canonical example. It highlights the numerical instability of the standard formula and presents Welford's numerically stable alternative. The article extends to computing higher moments (skewness, kurtosis) and simple linear regression online, with references for multiple regression. It also connects online algorithms to functional programming folds, providing related posts on insertion sort and Kalman filters. The content is technical, focused on algorithms and software engineering.
Comments
No comments yet
Be the first to share your thoughts!
Browser Extension
Get instant access to AllDevBlogs from your browser
Top of the Week
No top articles yet