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Robust MAD Scaler#8

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MathisWellmann merged 14 commits into
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mad
Jun 4, 2026
Merged

Robust MAD Scaler#8
MathisWellmann merged 14 commits into
mainfrom
mad

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@MathisWellmann

@MathisWellmann MathisWellmann commented Jun 4, 2026 •
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  • Robust Median Absolute Deviation Scaler
  • New MadScaler struct which essentially computes (x - median(X)) / (1.4826 * MAD) where MAD = median((x - median(X).abs())
  • Its more resistant to outliers and handles heavy-tailed data better than the ZScoreStandardization.
  • Bump rand to version 0.10
  • version 9.1.0

@MathisWellmann MathisWellmann self-assigned this Jun 4, 2026
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benchmark for more window lengths in mad_scaler.rs
217e3b5
@MathisWellmann
mad_scaler: use O(w) merge strategy improving on previous `O(w * lo…
f52c919 
…g(w))` sorting based implementation. Runtime improvements of > 6%, up to +35% on 4096 window length.
@MathisWellmann MathisWellmann merged commit b2610bf into main Jun 4, 2026
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