Kernel Density Estimation

This example shows how kernel density estimation (KDE), a powerful non-parametric density estimation technique, can be used to learn a generative model for a dataset. With this generative model in place, new samples can be drawn. These new samples reflect the underlying model of the data.

Selection from the input data, "New" digits drawn from the kernel density model

Out:

best bandwidth: 3.79269019073225

import numpy as np
import matplotlib.pyplot as plt

from sklearn.datasets import load_digits
from sklearn.neighbors import KernelDensity
from sklearn.decomposition import PCA
from sklearn.model_selection import GridSearchCV

# load the data
digits = load_digits()

# project the 64-dimensional data to a lower dimension
pca = PCA(n_components=15, whiten=False)
data = pca.fit_transform(digits.data)

# use grid search cross-validation to optimize the bandwidth
params = {'bandwidth': np.logspace(-1, 1, 20)}
grid = GridSearchCV(KernelDensity(), params)
grid.fit(data)

print("best bandwidth: {0}".format(grid.best_estimator_.bandwidth))

# use the best estimator to compute the kernel density estimate
kde = grid.best_estimator_

# sample 44 new points from the data
new_data = kde.sample(44, random_state=0)
new_data = pca.inverse_transform(new_data)

# turn data into a 4x11 grid
new_data = new_data.reshape((4, 11, -1))
real_data = digits.data[:44].reshape((4, 11, -1))

# plot real digits and resampled digits
fig, ax = plt.subplots(9, 11, subplot_kw=dict(xticks=[], yticks=[]))
for j in range(11):
    ax[4, j].set_visible(False)
    for i in range(4):
        im = ax[i, j].imshow(real_data[i, j].reshape((8, 8)),
                             cmap=plt.cm.binary, interpolation='nearest')
        im.set_clim(0, 16)
        im = ax[i + 5, j].imshow(new_data[i, j].reshape((8, 8)),
                                 cmap=plt.cm.binary, interpolation='nearest')
        im.set_clim(0, 16)

ax[0, 5].set_title('Selection from the input data')
ax[5, 5].set_title('"New" digits drawn from the kernel density model')

plt.show()

Total running time of the script: ( 0 minutes 6.205 seconds)

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