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LBL-EESA / fastkde

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Bandwidth? #6

Closed MarcelRobitaille closed 2 years ago

MarcelRobitaille commented 2 years ago

Is there a bandwidth options like bw_method of scipy.stats.gaussian_kde?

taobrienlbl commented 2 years ago

Hi @MarcelRobitaille -- glad to hear of your interest in fastKDE. No, there isn't a bandwidth option, since fastKDE uses an approach that selects an optimal bandwidth (and kernel shape) based on the data being passed in.

Is there something you're trying to work around or fix in this case?

MarcelRobitaille commented 2 years ago

Hi @taobrienlbl. I see. We are using this as part of a bigger algorithm, and previously we used bw_method as a tuning parameter. That is, we had to adjust the value depending on the specific example, but if fastKDE automatically finds the "optimal" bandwidth, then probably it is fine. Indeed, I have not noticed any issues yet, but I only switched recently.

taobrienlbl commented 2 years ago

Great, glad to hear! I hope it continues to work well for you--I'd be happy to chat further if you encounter issues.

Cheers~