Category: Kernel Density Estimation
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The Machine Learning “Advent Calendar” Day 16: Kernel Trick in Excel
The Machine Learning “Advent Calendar” Day 16: Kernel Trick in Excel Kernel SVM often feels abstract, with kernels, dual formulations, and support vectors. In this article, we take a different path. Starting from Kernel Density Estimation, we build Kernel SVM step by step as a sum of local bells, weighted and selected by hinge loss,…
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Non-Parametric Density Estimation: Theory and Applications
Non-Parametric Density Estimation: Theory and Applications In this article, we’ll talk about what Density Estimation is and the role it plays in statistical analysis. We’ll analyze two popular density estimation methods, histograms and kernel density estimators, and analyze their theoretical properties as well as how they perform in practice. Finally, we’ll look at how density…