RuLSIF: Estimate alpha-Relative Density Ratio p(x)/(alpha p(x) +...

In densratio: Density Ratio Estimation

Description

Estimate alpha-Relative Density Ratio p(x)/(alpha p(x) + (1-alpha) q(x)) by RuLSIF (Relative unconstrained Least-Square Importance Fitting)

Usage

RuLSIF(x1, x2, sigma = 10^seq(-3, 1, length.out = 9),
  lambda = 10^seq(-3, 1, length.out = 9), alpha = 0.1,
  kernel_num = 100, verbose = TRUE)

Arguments

x1	numeric vector or matrix. Data from a numerator distribution p(x).
x2	numeric vector or matrix. Data from a denominator distribution q(x).
sigma	positive numeric vector. Search range of Gaussian kernel bandwidth.
lambda	positive numeric vector. Search range of regularization parameter.
alpha	numeric value from 0.0 to 1.0. Relative parameter. Default 0.1.
kernel_num	positive integer. Number of kernels.
verbose	logical. Default TRUE.

Value

RuLSIF object which has 'compute_density_ratio()'.

densratio documentation built on July 1, 2019, 1:02 a.m.