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Learn Welford's algorithm
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Module 3
Practical Implementation and Empirical Comparison
1
Online Mean and Variance with Welford's Algorithm
Implement Welford's algorithm to compute mean and variance in an online fashion.
2
Comparing Single-Pass and Two-Pass Variance Algorithms
Implement the naive single-pass and two-pass variance algorithms for comparison.
3
Crafting a Numerical Instability Dataset
Construct a synthetic dataset designed to cause numerical instability in the naive single-pass algorithm.
4
Comparing Welford, Naive Single-Pass, and Two-Pass Algorithm Accuracy
Compare the accuracy of the Welford, naive single-pass, and two-pass algorithms using the constructed dataset.
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Welford's Algorithm: Derivation and Properties
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