Estimate alpha-Relative Density Ratio p(x)/(alpha p(x) + (1-alpha) q(x)) by RuLSIF (Relative unconstrained Least-Square Importance Fitting)

Estimate alpha-Relative Density Ratio p(x)/(alpha p(x) + (1-alpha) q(x)) by RuLSIF (Relative unconstrained Least-Square Importance Fitting)

Usage

RuLSIF(
  x1,
  x2,
  sigma = 10^seq(-3, 1, length.out = 9),
  lambda = 10^seq(-3, 1, length.out = 9),
  alpha = 0.1,
  kernel_num = 100,
  verbose = TRUE
)

Arguments

x1

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

x2

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

sigma

positive numeric vector. Search range of Gaussian kernel bandwidth.

lambda

positive numeric vector. Search range of regularization parameter.

alpha

numeric value from 0.0 to 1.0. Relative parameter. Default 0.1.

kernel_num

positive integer. Number of kernels.

verbose

logical. Default TRUE.

Value

RuLSIF object which has `compute_density_ratio()`.