International Business Machines Corporation
Probability density ratio estimation

Abstract:

Probability density ratios may be estimated by a method including obtaining a first sample set including a plurality of first samples and a second sample set including a plurality of second samples, wherein each of the first samples and the second samples is represented as a vector including a plurality of parameters, constructing at least one decision tree estimating a ratio of probability density p(x)/q(x) based on the first sample set and the second sample set, wherein p(x) is a probability density of the first samples corresponding to an input vector x and q(x) is a probability density of the second samples corresponding to the input vector x.