Add shifted data algorithm for variance computation to OnePassMeanVarStd
#154
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mbabadi
reviewed
Apr 11, 2024
| self.x_squared_sums = self.x_squared_sums + (x_ng**2).sum(dim=0) | ||
| self.x_size = self.x_size + x_ng.shape[0] | ||
| elif self.algorithm == "shifted_data": | ||
| if self.x_shift is None: |
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So... you get shift from the very first minibatch? I think it is an improvement over naive, but doesn't really close the issue ;-) we should implement Welford's online algorithm for that: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
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I have worked on that initially but then it turned out to be that it is either unstable or hard to implement merging results from multiple GPUs. Can't remember which one it was 🙃
mbabadi
approved these changes
Apr 11, 2024
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Addresses #113