Next:
   Theory
   Contact:
   Peter Mills
libagf is a Peteysoft project
|
Looking for the latest version of this library? Please head over to github:
libmsci.
Adaptive Gaussian Filtering
Adaptive Gaussian Filtering is a simple and powerful implementation of
variable bandwidth kernel estimators for classification, PDF estimation
and interpolation. The library incorporates several innovations to produce
one of the fastest and most accurate supervised statistical classification algorithms
in the world. These include:
- matching kernel width to sample density quickly and accurately
- restricting calculations to a set of k-nearest-neighbours found in O(n) time
- generating a pre-trained model by searching for the class-borders with guaranteed, superlinear convergence
- extrapolating the conditional probabilities to provide solid knowledge of estimate accuracy
For the latest information on this software, including updates, planned
improvements and theoretical discussions, please check the
Peteysoft homepage or the
Notational Shorthand
blog.
Author: Peter Mills
To cite this work:
Next: Theory
|