➥ Tip! Refine or expand your search. Authors are sometimes listed as 'Smith, J. K.' instead of 'Smith, John' so it is useful to search for last names only. Note this is currently a simple phrase search.
NNKCDE is a simple and easily interpretable Conditional Density Estimation (CDE) method. It computes a kernel density estimate of y using the k nearest neighbors of the evaluation point x. The model has only two tuning parameters: the number of nearest neighbors k and the bandwidth h of the smoothing kernel in y-space. Both tuning parameters are chosen in a principled way by minimizing the CDE loss on validation data.
RFCDE provides an implementation of random forests designed for conditional density estimation. It computes a kernel density estimate of y with nearest neighbor weightings defined by the location of the evaluation point x relative to the leaves in the random forest.