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piratevector / DynamicClustering

ML Final Project 2020
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Adaptive Normalization #1

Open dmallia17 opened 3 years ago

dmallia17 commented 3 years ago

We need to identify how to properly update all micro-clusters if renormalizing: I believe we can simply multiply the means by a ratio where <1 indicates a new maximum was observed, and >1 indicates a new minimum was observed, but variance is a different story. We cannot multiply the variance (or the sum of the squares) by such a ratio and get a correct result.

piratevector commented 3 years ago

Welford's algorithm can be used to update variance online:

https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance