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We’ve implemented an extensive pip package for Conditional Density Estimation that, among other features, includes Mixture Density Network, Kernel Mixture Network, Normalizing Flow Estimator and various non-parametric/semi-parametric estimators (CKDE, NKDE, LSKDE), data simulators and evaluation functions (centered moments, KL/JS divergence, Hellinger distance, percentiles etc.).
The package is constantly improved and we also provide a benchmark & best practices report and a code documentation.
Code: https://github.com/freelunchtheorem/Conditional_Density_Estimation
Benchmark and best practices paper for NN-based CDE: https://arxiv.org/abs/1903.00954
Code docs: https://freelunchtheorem.github.io/Conditional_Density_Estimation/docs/html/index.html
We’re open for suggestions and feedback so please feel free to use & comment. Lastly, if you like our project, we’d be happy if you spread the word and star the GH repo.
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