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gaussian_kde_gpu

GPU Gaussian kernel density estimation

The provided function gaussian_kde_gpu() is a simplified version of Scipy's gaussian_kde. It does not support weights and only uses the default Scott's Rule for bandwidth estimation. However, it leverages the computative power of a CUDA supported GPU via Numba. Given the random variable p it will estimate the probability density function (PDF) at query point q in the following way:

from gaussian_kde_gpu import gaussian_kde_gpu

density = gaussian_kde_gpu(p, q)

For more details see tutorial.

Requirements

  • Numpy
  • Numba