running_mean和running_var的计算方式

参考链接：

https://www.johndcook.com/blog/standard_deviation/

https://www.zhihu.com/question/314505455/answer/1025527665

两种计算方差的公式

第一种：

第二种 ：

均值的计算方法

在线计算

 

附上代码：

class RunningStat
    {
    public:
        RunningStat() : m_n(0) {}

        void Clear()
        {
            m_n = 0;
        }

        void Push(double x)
        {
            m_n++;

            // See Knuth TAOCP vol 2, 3rd edition, page 232
            if (m_n == 1)
            {
                m_oldM = m_newM = x;
                m_oldS = 0.0;
            }
            else
            {
                m_newM = m_oldM + (x - m_oldM)/m_n;
                m_newS = m_oldS + (x - m_oldM)*(x - m_newM);
    
                // set up for next iteration
                m_oldM = m_newM; 
                m_oldS = m_newS;
            }
        }

        int NumDataValues() const
        {
            return m_n;
        }

        double Mean() const
        {
            return (m_n > 0) ? m_newM : 0.0;
        }

        double Variance() const
        {
            return ( (m_n > 1) ? m_newS/(m_n - 1) : 0.0 );
        }

        double StandardDeviation() const
        {
            return sqrt( Variance() );
        }

    private:
        int m_n;
        double m_oldM, m_newM, m_oldS, m_newS;
    };

作者：星晴
链接：https://www.zhihu.com/question/314505455/answer/1025527665
来源：知乎
著作权归作者所有。商业转载请联系作者获得授权，非商业转载请注明出处。

class RunningStats:

    def __init__(self):
        self.n = 0
        self.old_m = 0
        self.new_m = 0
        self.old_s = 0
        self.new_s = 0
    
    def clear(self):
        self.n = 0
        
    def push(self, x):
        self.n += 1
        
        if self.n == 1:
            self.old_m = self.new_m = x
            self.old_s = 0
        else:
            self.new_m = self.old_m + (x - self.old_m) / self.n
            self.new_s = self.old_s + (x - self.old_m) * (x - self.new_m)
            
            self.old_m = self.new_m
            self.old_s = self.new_s

    def mean(self):
        return self.new_m if self.n else 0.0
    
    def variance(self):
        return self.new_s / (self.n - 1) if self.n > 1 else 0.0