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density estimationfuture-featureOutline for nice-to-have next features for future developerOutline for nice-to-have next features for future developer
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Conditional density estimation can be done by a variety of learning models. While the current software includes an implementation for estimating the expectation of the conditional density using a neural network, a mixture density network (Bishop 1994: https://publications.aston.ac.uk/id/eprint/373/1/NCRG_94_004.pdf) could be used to learn a more precise estimate of the conditional distribution with sufficient data.
This feature addition would involve implementing a new class that inherits cfl.cond_density_estimation.cde_model.CDEModel so that it matches the interface that CondDensityEstimator expects.
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density estimationfuture-featureOutline for nice-to-have next features for future developerOutline for nice-to-have next features for future developer