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11.2.2.2. astroML.density_estimation.KDE

class astroML.density_estimation.KDE(metric='gaussian', h=None, **kwargs)

Kernel Density Estimate

Note

Deprecated in astroML 0.2 Scikit-learn version 0.14 added a KernelDensity estimator class which has much better performance than this class. The KDE class will be removed in astroML version 0.3.

Parameters :

metric : string or callable

[‘gaussian’|’tophat’|’exponential’] or one of the options in sklearn.metrics.pairwise_kernels. See pairwise_kernels documentation for more information. For ‘gaussian’ or ‘tophat’, ‘exponential’, and ‘quadratic’, the results will be properly normalized in D dimensions. This may not be the case for other metrics.

h : float (optional)

if metric is ‘gaussian’ or ‘tophat’, h gives the width of the kernel. Otherwise, h is not referenced.

**kwargs : :

other keywords will be passed to the sklearn.metrics.pairwise_kernels function.

See also

-, -, -

Notes

Kernel forms are as follows:

  • ‘gaussian’ : K(x, y) ~ exp( -0.5 (x - y)^2 / h^2 )

  • ‘tophat’ : K(x, y) ~ 1 if abs(x - y) < h

    ~ 0 otherwise

  • ‘exponential’ : K(x, y) ~ exp(- abs(x - y) / h)

  • ‘quadratic’ : K(x, y) ~ (1 - (x - y)^2) if abs(x) < 1

    ~ 0 otherwise

All are properly normalized, so that their integral over all space is 1.

Methods

eval(X) Evaluate the kernel density estimation
fit(X) Train the kernel density estimator
__init__(metric='gaussian', h=None, **kwargs)