Source code for mars.tensor.reduction.std

#!/usr/bin/env python
# -*- coding: utf-8 -*-
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from ..arithmetic.sqrt import sqrt
from .var import var

[docs]def std(a, axis=None, dtype=None, out=None, ddof=0, keepdims=None, combine_size=None): """ Compute the standard deviation along the specified axis. Returns the standard deviation, a measure of the spread of a distribution, of the tensor elements. The standard deviation is computed for the flattened tensor by default, otherwise over the specified axis. Parameters ---------- a : array_like Calculate the standard deviation of these values. axis : None or int or tuple of ints, optional Axis or axes along which the standard deviation is computed. The default is to compute the standard deviation of the flattened tensor. If this is a tuple of ints, a standard deviation is performed over multiple axes, instead of a single axis or all the axes as before. dtype : dtype, optional Type to use in computing the standard deviation. For tensors of integer type the default is float64, for tensors of float types it is the same as the array type. out : Tensor, optional Alternative output tensor in which to place the result. It must have the same shape as the expected output but the type (of the calculated values) will be cast if necessary. ddof : int, optional Means Delta Degrees of Freedom. The divisor used in calculations is ``N - ddof``, where ``N`` represents the number of elements. By default `ddof` is zero. keepdims : bool, optional If this is set to True, the axes which are reduced are left in the result as dimensions with size one. With this option, the result will broadcast correctly against the input tensor. If the default value is passed, then `keepdims` will not be passed through to the `std` method of sub-classes of `Tensor`, however any non-default value will be. If the sub-classes `sum` method does not implement `keepdims` any exceptions will be raised. combine_size: int, optional The number of chunks to combine. Returns ------- standard_deviation : Tensor, see dtype parameter above. If `out` is None, return a new tensor containing the standard deviation, otherwise return a reference to the output array. See Also -------- var, mean, nanmean, nanstd, nanvar Notes ----- The standard deviation is the square root of the average of the squared deviations from the mean, i.e., ``std = sqrt(mean(abs(x - x.mean())**2))``. The average squared deviation is normally calculated as ``x.sum() / N``, where ``N = len(x)``. If, however, `ddof` is specified, the divisor ``N - ddof`` is used instead. In standard statistical practice, ``ddof=1`` provides an unbiased estimator of the variance of the infinite population. ``ddof=0`` provides a maximum likelihood estimate of the variance for normally distributed variables. The standard deviation computed in this function is the square root of the estimated variance, so even with ``ddof=1``, it will not be an unbiased estimate of the standard deviation per se. Note that, for complex numbers, `std` takes the absolute value before squaring, so that the result is always real and nonnegative. For floating-point input, the *std* is computed using the same precision the input has. Depending on the input data, this can cause the results to be inaccurate, especially for float32 (see example below). Specifying a higher-accuracy accumulator using the `dtype` keyword can alleviate this issue. Examples -------- >>> import mars.tensor as mt >>> a = mt.array([[1, 2], [3, 4]]) >>> mt.std(a).execute() 1.1180339887498949 >>> mt.std(a, axis=0).execute() array([ 1., 1.]) >>> mt.std(a, axis=1).execute() array([ 0.5, 0.5]) In single precision, std() can be inaccurate: >>> a = mt.zeros((2, 512*512), dtype=mt.float32) >>> a[0, :] = 1.0 >>> a[1, :] = 0.1 >>> mt.std(a).execute() 0.45000005 Computing the standard deviation in float64 is more accurate: >>> mt.std(a, dtype=mt.float64).execute() 0.44999999925494177 """ ret = sqrt( var( a, axis=axis, dtype=dtype, out=out, ddof=ddof, keepdims=keepdims, combine_size=combine_size, ) ) if dtype is not None and ret.dtype != dtype: ret = ret.astype(dtype) return ret