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ThomasParistech/reflective_kde.py

Last active April 8, 2024 20:27
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reflective_kde.py
import numpy as np
def reflective_kde(x_data: np.ndarray, x_prediction: np.ndarray) -> np.ndarray:
h = silverman_bandwidth(x_data) # Compute before adding reflected data
x_data_augmented = np.stack((-x_data, x_data, 2-x_data))
reflective_densities = basic_kde(x_data_augmented, x_prediction, h)
# Discard left and right reflected samples and normalize density by 1/3
return 3 * reflective_densities
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