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[ENH] kernel mixture distribution #324

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fkiraly opened this issue May 14, 2024 · 0 comments
Open

[ENH] kernel mixture distribution #324

fkiraly opened this issue May 14, 2024 · 0 comments
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enhancement feature request New feature or request implementing algorithms Implementing algorithms, estimators, objects native to skpro module:probability&simulation probability distributions and simulators

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@fkiraly
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fkiraly commented May 14, 2024

For distribution estimation, an important distribution type are kernel mixture distributions.

An open design question is how to represent these - Mixture allows mixture of arbitrary distribution objects, but:

  • not all current kernels are distributions or can be currently represented as distirbutions
  • there are no objects in skpro for kernels a the moment, so there is an open desigh question how to represent these
  • parameterization is unclear - most common in literature is kernel choice, kernel parameters, and points of support

Compare sklearn KernelDensity - https://scikit-learn.org/stable/modules/generated/sklearn.neighbors.KernelDensity.html#sklearn.neighbors.KernelDensity

@fkiraly fkiraly added enhancement module:probability&simulation probability distributions and simulators implementing algorithms Implementing algorithms, estimators, objects native to skpro feature request New feature or request labels May 14, 2024
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Labels
enhancement feature request New feature or request implementing algorithms Implementing algorithms, estimators, objects native to skpro module:probability&simulation probability distributions and simulators
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