Author rhettinger
Recipients cheryl.sabella, cool-RR, koobs, mark.dickinson, martin.panter, python-dev, rhettinger, steven.daprano, vstinner
Date 2019-03-24.18:24:21
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Message-id <1553451861.52.0.943199842847.issue27181@roundup.psfhosted.org>
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Almost three years have passed.

In the spirit of "perfect is the enemy of good", would it be reasonable to start with a simple, fast implementation using exp-mean-log?  Then if someone wants to make it more accurate later, they can do so.

In some quick tests, I don't see much of an accuracy loss. It looks to be plenty good enough to use as a starting point:

--- Accuracy experiments ---

>>> from decimal import Decimal
>>> from functools import reduce
>>> from operator import mul
>>> from random import expovariate, triangular
>>> from statistics import fmean

>>> # https://www.wolframalpha.com/input/?i=geometric+mean+12,+17,+13,+5,+120,+7
>>> data = [12, 17, 13, 5, 120, 7]
>>> print(reduce(mul, map(Decimal, data)) ** (Decimal(1) / len(data)))
14.94412420173971227234687688
>>> exp(fmean(map(log, map(fabs, data))))
14.944124201739715

>>> data = [expovariate(50.0) for i in range(1_000)]
>>> print(reduce(mul, map(Decimal, data)) ** (Decimal(1) / len(data)))
0.01140902688569587677205587938
>>> exp(fmean(map(log, map(fabs, data))))
0.011409026885695879

>>> data = [triangular(2000.0, 3000.0, 2200.0) for i in range(10_000)]
>>> print(reduce(mul, map(Decimal, data)) ** (Decimal(1) / len(data)))
2388.381301718524160840023868
>>> exp(fmean(map(log, map(fabs, data))))
2388.3813017185225

>>> data = [lognormvariate(20.0, 3.0) for i in range(100_000)]
>>> min(data), max(data)
(2421.506538652375, 137887726484094.5)
>>> print(reduce(mul, map(Decimal, data)) ** (Decimal(1) / len(data)))
484709306.8805352290183838500
>>> exp(fmean(map(log, map(fabs, data))))
484709306.8805349
History
Date User Action Args
2019-03-24 18:24:21rhettingersetrecipients: + rhettinger, mark.dickinson, vstinner, steven.daprano, cool-RR, python-dev, martin.panter, koobs, cheryl.sabella
2019-03-24 18:24:21rhettingersetmessageid: <1553451861.52.0.943199842847.issue27181@roundup.psfhosted.org>
2019-03-24 18:24:21rhettingerlinkissue27181 messages
2019-03-24 18:24:21rhettingercreate