JuliaStats / KernelDensity.jl

Kernel density estimators for Julia
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extend methods for TrackedArray and TrackedReal #76

Closed gszep closed 4 years ago

gszep commented 4 years ago

I would like to use kde as part of a machine learning flow. suppose the input data is a TrackedArray from Flux.jl. Currently FFTW which is used for convolution of data with distribution kernel does not support TrackedArrays, I recommend a rewrite of conv to use Flux's conv...

gszep commented 4 years ago

closing since custom gradients for FFTW.fft can be written