Density Ratio Estimation
Estimate Density Ratio p(x)/q(x)
Estimate Density Ratio p(x)/q(x) by KLIEP (Kullback-Leibler Importance...
Estimate alpha-Relative Density Ratio p(x)/(alpha p(x) + (1-alpha) q(x...
Compute Squared Euclid Distance
Estimate Density Ratio p(x)/q(x) by uLSIF (unconstrained Least-Square ...
Density ratio estimation. The estimated density ratio function can be used in many applications such as anomaly detection, change-point detection, covariate shift adaptation. The implemented methods are uLSIF (Hido et al. (2011) <doi:10.1007/s10115-010-0283-2>), RuLSIF (Yamada et al. (2011) <doi:10.1162/NECO_a_00442>), and KLIEP (Sugiyama et al. (2007) <doi:10.1007/s10463-008-0197-x>).