[scikit-learn] Variable kernel density estimation

Albert Thomas albertthomas88 at gmail.com
Mon Jul 8 10:04:48 EDT 2019


The default score used by GridSearchCV is the one of the estimator; for
KernelDensity it’s the total log likelihood.

As far as I know it is not possible to have different bandwidths.


On Mon 8 Jul 2019 at 15:50, Naiping Dong <np.dong572 at gmail.com> wrote:

> 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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