Hi Jacob, Thanks a lot for your detailed answer!
José Guilherme On Tue, Oct 21, 2014 at 3:03 PM, Jacob Vanderplas <jake...@cs.washington.edu> wrote: > Hi Jose, > The KDE implementation does work on multivariate data, and will in general > work for multimodal data as well. There are two caveats to that: > > 1. In the sklearn implementation, the bandwidth must be the same across each > dimension. If this poses a problem for your data, the data can be scaled > before the fit (Using StandardScaler or something similar). > 2. The results will depend strongly on the choice of bandwidth: it's > important to cross-validate to determine the optimal bandwidth, as is done > in > http://scikit-learn.org/stable/auto_examples/neighbors/plot_digits_kde_sampling.html > > Good luck! > Jake > > > Jake VanderPlas > Director of Research – Physical Sciences > eScience Institute, University of Washington > http://www.vanderplas.com > > On Tue, Oct 21, 2014 at 2:09 AM, José Guilherme Camargo de Souza > <jose.camargo.so...@gmail.com> wrote: >> >> Hi all, >> >> I would like to ask if the density estimation implementation of scikit >> works with multivariate multimodal data. In the digits example [1] it >> is clear that it supports multivariate datasets and in the guide >> description [2] a 1-D bimodal distribution is used. >> >> Is it possible to use the same implementation on multivariate >> gaussian-shaped data with more than 2 modes? If so, are there any >> shortcomings or useful tips when doing that? >> >> Thanks in advance, >> José >> >> [1] >> http://scikit-learn.org/stable/auto_examples/neighbors/plot_digits_kde_sampling.html#example-neighbors-plot-digits-kde-sampling-py >> [2] >> http://scikit-learn.org/stable/modules/density.html#kernel-density-estimation >> José Guilherme >> >> >> ------------------------------------------------------------------------------ >> Comprehensive Server Monitoring with Site24x7. >> Monitor 10 servers for $9/Month. >> Get alerted through email, SMS, voice calls or mobile push notifications. >> Take corrective actions from your mobile device. >> http://p.sf.net/sfu/Zoho >> _______________________________________________ >> Scikit-learn-general mailing list >> Scikit-learn-general@lists.sourceforge.net >> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > > > > ------------------------------------------------------------------------------ > Comprehensive Server Monitoring with Site24x7. > Monitor 10 servers for $9/Month. > Get alerted through email, SMS, voice calls or mobile push notifications. > Take corrective actions from your mobile device. > http://p.sf.net/sfu/Zoho > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > ------------------------------------------------------------------------------ _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
