statsmodels / statsmodels/statsmodels

KDEUnivariate reuse binned array for repeated fit

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#888 3 comments 0 reactions 0 assignees View on GitHub

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comp-nonparametric Performance
Dominant language
Python
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Description

Currently KDEUnivariate performs the binning on each call to fit.

If we want to repeatedly fit, for example for cross-validation, then we can reuse the already binned array.

We don't have a cross-validation code yet for KDEUnivariate.

(see #887 for the case of too much caching.)

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by locating KDEUnivariate.fit and the binning path it invokes, then read issue #887 for the caching tradeoff. Repeated fits should reuse an already binned array while avoiding incorrect or excessive caching; verify the behavior with the existing KDEUnivariate tests, if present.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Feature
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
42/100

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