Hierarchical Density Factorization with KernelML

Density Estimation using Multi-Agent Optimization & Rewards

Introduction

The purpose, problem statement, and potential applications came from this post on datasciencecentral.com. The goal is to approximate any multi-variate distribution using a weighted sum of kernels. Here, a kernel refers to a parameterized distribution. This method of using a decaying weighted sum of kernels to approximate a distribution is similar to a Taylor series where a function can be approximated…