Estimate Density Ratio p(x)/q(x) by uLSIF (unconstrained Least-Square Importance Fitting)

Estimate Density Ratio p(x)/q(x) by uLSIF (unconstrained Least-Square Importance Fitting)

Usage

uLSIF(
  x1,
  x2,
  sigma = 10^seq(-3, 1, length.out = 9),
  lambda = 10^seq(-3, 1, length.out = 9),
  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.

kernel_num

positive integer. Number of kernels.

verbose

logical(default TRUE).

Value

uLSIF object that contains a function to compute estimated density ratio.