density ratio estimation of high dimension data

hoxo-m / densratio_py

A Python Package for Density Ratio Estimation

https://github.com/hoxo-m/densratio_py

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density ratio estimation of high dimension data #8

Open xiaoyuanzh opened 5 years ago

xiaoyuanzh commented 5 years ago

Hi. Thanks for sharing such wonderful package. I am wondering, whether it is possible to estimate the density ratio between two distribution of very high dimension, like 50 dimension?

ChingChuan-Chen commented 5 years ago

As for the high-dimensional data, maybe you can refer to this Direct Density-Ratio Estimation with Dimensionality Reduction via Hetero-Distributional Subspace Analysis .

The MATLAB code is provided here. Although I can't find the code of D3-HSA, I think that the performance of LHSS is good enough on high-dimensional data.