Closed jbrooks-stripe closed 3 months ago
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).
We have existing features in our previous feature store which rely on these statistics.
Solid PR!
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