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Robust MAD Scaler
- #8
#8
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MathisWellmann
merged 14 commits into
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MathisWellmann/sliding_features-rs:main
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MathisWellmann/sliding_features-rs:mad
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Jun 4, 2026
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Robust MAD Scaler
#8
MathisWellmann
merged 14 commits into
main
MathisWellmann/sliding_features-rs:main
from
mad
MathisWellmann/sliding_features-rs:mad
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Commits on Jun 3, 2026
introduce `MadScaler`, a robust, median based scaler.
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include benchmark for `MadScaler`
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Baseline MadScaler bench test compile/run smoke
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Baseline Criterion MadScaler realistic f64
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bench: iter some window lengths
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mad_scaler: new tests with naive median and MAD computation for comparison
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mad_scaler: remove `cache_stale` as its useless.
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mad_scaler: avoid allocations in the hot-path, improve perf by 17%
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mad_scaler: extract helper `median_from_sorted`
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mad_scaler: fix tests.
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CI: include `yamlfmt` step.
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deps: bump `rand` to `0.10`
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benchmark for more window lengths in `mad_scaler.rs`
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mad_scaler: use `O(w)` merge strategy improving on previous `O(w * log(w))` sorting based implementation. Runtime improvements of > 6%, up to +35% on 4096 window length.
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