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.

Script output:

best bandwidth: 3.79269019073

Python source code: plot_digits_kde_sampling.py

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.grid_search import GridSearchCV

# load the data
digits = load_digits()
data = digits.data

# 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 example: 14.26 seconds ( 0 minutes 14.26 seconds)