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From "Phil Steitz (JIRA)" <>
Subject [jira] Commented: (MATH-224) Utility method to aggregate Statistics
Date Sat, 29 Nov 2008 21:16:46 GMT


Phil Steitz commented on MATH-224:

After looking carefully at the patch and the higher moments problem, I am now leaning toward
WONTFIX for this.  The problem is that the "storeless" statistics are only required to store
enough data to support updates via single value increments.  Adding the requirement to support
aggregation in the sense defined here places an unacceptable limitation on the implementing
classes.  The second moment and variance, for example, only work now because the default implementations
carry along nested first moments.  This setup is a little awkward and might be changed; but
then it would not be obvious how to support aggregation.  It is not obvious to me how to support
this for fourth moments at all.  In any case, I think it is too restrictive a requirement
to place on implementations, so if we do support this, it should be via a subclass of SummaryStatistics.

> Utility method to aggregate Statistics
> --------------------------------------
>                 Key: MATH-224
>                 URL:
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Andre Panisson
>            Assignee: Phil Steitz
>            Priority: Minor
>             Fix For: 2.0
>         Attachments: commons_math.patch
> Below is the conversation related to this topic that was posted to the Commons Users
> -------------------------------------------------
> Hi,
> >
> > I'm writing a complex validation algorithm, that makes a K-Fold
> > cross-validation using a data set. The data set is partitioned into K
> >  subsamples, and of the K subsamples, a single subsample is retained
> > as the validation data for testing, and the remaining K − 1
> > subsamples are used as training data. The process is then repeated K
> > times, and at the end the K results are aggregated to a single
> > result. The problem is that all K results return Statistics objects
> > (org.apache.commons.math.stat.descriptive.SummaryStatistics), and I
> > need to make the aggregation of all K objects in a single Statistics.
> >  I think it is a common problem in the statistics field. There's
> > anyone who had already implemented an utility method to do it?
> There is no such feature currently in commons-math. The
> SummaryStatistics class wraps a bunch of specialized statistics classes
> (Sum, Mean, Max, SumOfSquares ...) which can be overriden by
> user-provided StorelessUnivariateStatistic implementations.
> So this feature should be added to the StorelessUnivariateStatistic
> interface and all its implementations, with a signature like this:
>  public void aggregate(StorelessUnivariateStatistic otherStatistic);
> The implementation of this method should only use the
> StorelessUnivariateStatistic methods, i.e. getResult() and getN(). This
> seems feasible for the statistics used by SummaryStatistics, but has not
> been done yet.
> One should be aware that SummaryStatistics does not enforce strong
> typing, so one could call aggregate on a Sum instance and provide it a
> Min instance, which would of course result in meaningless results.
> > Or maybe it would be interesting to request it as an Improvement to
> > the Commons Math developers, adding an "aggregator" to all Statistics
> >  implementations?
> If you want to request this improvement, please open a ticket for it
> using our JIRA tracking system:
> You'll have to register to be
> able to add your feature request. You can also provide a patch if you
> want to contribute it by yourself.
> Luc
> >
> > Thanks in advance,
> >
> > Andre Panisson

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