71 lines
2.1 KiB
Python
71 lines
2.1 KiB
Python
"""
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densratio.core
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~~~~~~~~~~~~~~
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Estimate Density Ratio p(x)/q(y)
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"""
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from numpy import linspace
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from .helpers import to_ndarray
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from .RuLSIF import RuLSIF
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def densratio(
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x, y, alpha=0, sigma_range="auto", lambda_range="auto", kernel_num=100, verbose=True
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):
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"""Estimate alpha-mixture Density Ratio p(x)/(alpha*p(x) + (1 - alpha)*q(x))
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Arguments:
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x: sample from p(x).
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y: sample from q(x).
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alpha: Default 0 - corresponds to ordinary density ratio.
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sigma_range: search range of Gaussian kernel bandwidth.
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Default "auto" means 10^-3, 10^-2, ..., 10^9.
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lambda_range: search range of regularization parameter for uLSIF.
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Default "auto" means 10^-3, 10^-2, ..., 10^9.
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kernel_num: number of kernels. Default 100.
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verbose: indicator to print messages. Default True.
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Returns:
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densratio.DensityRatio object which has `compute_density_ratio()`.
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Raises:
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ValueError: if dimension of x != dimension of y
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Usage::
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>>> from scipy.stats import norm
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>>> from densratio import densratio
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>>> x = norm.rvs(size=200, loc=1, scale=1./8)
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>>> y = norm.rvs(size=200, loc=1, scale=1./2)
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>>> result = densratio(x, y, alpha=0.7)
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>>> print(result)
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>>> density_ratio = result.compute_density_ratio(y)
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>>> print(density_ratio)
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"""
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x = to_ndarray(x)
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y = to_ndarray(y)
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if x.shape[1] != y.shape[1]:
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raise ValueError("x and y must be same dimensions.")
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if isinstance(sigma_range, str) and sigma_range != "auto":
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raise TypeError("Invalid value for sigma_range.")
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if isinstance(lambda_range, str) and lambda_range != "auto":
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raise TypeError("Invalid value for lambda_range.")
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if sigma_range is None or (isinstance(sigma_range, str) and sigma_range == "auto"):
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sigma_range = 10 ** linspace(-3, 9, 13)
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if lambda_range is None or (
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isinstance(lambda_range, str) and lambda_range == "auto"
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):
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lambda_range = 10 ** linspace(-3, 9, 13)
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result = RuLSIF(x, y, alpha, sigma_range, lambda_range, kernel_num, verbose)
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return result
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