Skip to content

Add Mixture Density Network as built-in CondDensityEstimator implementation #24

@iwahle

Description

@iwahle

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.

Metadata

Metadata

Assignees

No one assigned

    Labels

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions