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simon-hirsch / rolch

A package for online learning for distributional regression and online models for conditional heteroskedasiticity
https://simon-hirsch.github.io/rolch/
MIT License
9 stars 2 forks source link

Incremental statistics #26

Open simon-hirsch opened 2 weeks ago

simon-hirsch commented 2 weeks ago

I'd like to clean up some code around the online tracking of means and variances

simon-hirsch commented 2 weeks ago

Maybe I should reduce the number of tests as this takes ages :)

fkiraly commented 4 days ago

Maybe I should reduce the number of tests as this takes ages :)

10min or less seems a reasonable time to me. 1-2 min is already spent on spinning up the VM