def test_push(self, shape):
vals = []
rs = RunningStat(shape)
for _ in range(5):
val = t.randn(shape, dtype=t.float64)
rs.push(val)
vals.append(val)
m = t.mean(t.stack(vals), dim=0)
assert t.allclose(rs.mean, m)
v = (t.square(m) if (len(vals) == 1) else t.var(
t.stack(vals), dim=0, unbiased=True))
assert t.allclose(rs.var, v)
def test_update(self, shape):
rs1 = RunningStat(shape)
rs2 = RunningStat(shape)
rs = RunningStat(shape)
for _ in range(5):
val = t.randn(shape, dtype=t.float64)
rs1.push(val)
rs.push(val)
for _ in range(9):
val = t.randn(shape, dtype=t.float64)
rs2.push(val)
rs.push(val)
rs1.update(rs2)
assert t.allclose(rs.mean, rs1.mean)
assert t.allclose(rs.std, rs1.std)