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From "John Bollinger (JIRA)" <j...@apache.org>
Subject [jira] Updated: (MATH-224) Utility method to aggregate Statistics
Date Tue, 21 Apr 2009 01:46:47 GMT

     [ https://issues.apache.org/jira/browse/MATH-224?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

John Bollinger updated MATH-224:
--------------------------------

    Attachment: math_224-descriptive.patch

Attached a supplemental patch providing the same kind of aggregate statistics class for DescriptiveStatistics
as the previous one does for SummaryStatistics.  The two patches are independent.

Whereas I consider the aggregate summary statistics class to be a complete expression of my
concept there, I think there are a few open questions with respect to the aggregate descriptive
statistics.  The most notable ones I can think of at the moment concern what should happen
to an aggregate statistics object when methods are invoked on an associated contributing statistics
that changes or removes values already broadcast to the aggregate (removeMostRecentValue(),
replaceMostRecentValue(), clear()).  As currently implemented, those methods do not affect
the aggregate.

> Utility method to aggregate Statistics
> --------------------------------------
>
>                 Key: MATH-224
>                 URL: https://issues.apache.org/jira/browse/MATH-224
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Andre Panisson
>            Assignee: Phil Steitz
>            Priority: Minor
>             Fix For: 2.0
>
>         Attachments: commons_math.patch, math_224-descriptive.patch, math_224.patch
>
>
> Below is the conversation related to this topic that was posted to the Commons Users
group.
> -------------------------------------------------
> 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:
> http://issues.apache.org/jira/browse/MATH. 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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