[scikit-learn] Variable kernel density estimation

[Naiping Dong]

How sklearn perform cross validation "GridSearchCV" for bandwidth
selection? It seems that the CV for kernel density estimation is different
with the one used for classification. Is it used least square errors for
this aim?

Second, is it possible for me to use variable bandwidth for kernel density
estimation, that is, use different bandwidth for different data point?

Thanks.
-- 
Elkan
Department of Chemistry, HKU, HK
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