KLIEP

numeric vector or matrix. Data from a numerator distribution p(x).

numeric vector or matrix. Data from a denominator distribution q(x).

positive numeric vector. Search range of Gaussian kernel bandwidth.

sigma

positive integer. Number of kernels.

kernel_num

positive integer. Number of the folds of cross validation.

fold

verbose

Estimate Density Ratio p(x)/q(x) by KLIEP (Kullback-Leibler Importance Estimation Procedure)

Density ratio estimation.
The estimated density ratio function can be used in many applications such as
anomaly detection, change-point detection, covariate shift adaptation.
The implemented methods are uLSIF (Hido et al. (2011) <doi:10.1007/s10115-010-0283-2>),
RuLSIF (Yamada et al. (2011) <doi:10.1162/NECO_a_00442>),
and KLIEP (Sugiyama et al. (2007) <doi:10.1007/s10463-008-0197-x>).

KLIEP: Estimate Density Ratio p(x)/q(x) by KLIEP (Kullback-Leibler Importance Estimation Procedure)

Description

Usage

Arguments

Value