airbnb / chronon

Chronon is a data platform for serving for AI/ML applications.
Apache License 2.0
717 stars 44 forks source link

Add skew and kurtosis operations #740

Closed jbrooks-stripe closed 3 months ago

jbrooks-stripe commented 6 months ago

Summary

Adds operations for skew and kurtosis.

The implementation uses the same Welford/Knuth approach as the variance operation. https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Higher-order_statistics

I have the operations set as non-deletable as the reversals weren't straightforward (variance is also set this way).

Why / Goal

We have existing features in our previous feature store which rely on these statistics.

Test Plan

Checklist

Reviewers

nikhilsimha commented 6 months ago

Solid PR!