lec21

Density based clustering

  • kernel density estimation
  • DBSCAN

Kernel density estimation

Probability density function: \(\frac{1}{\sqrt{2\pi}} e^\frac{-(x-m)^2}{2\sigma^2}\)

Estimate the cumulative function

  • F(x) = \(\sum \limits_{x<a} f(x)\)

$$\hat f(x) = \frac{F(x+h/2) - F(x-h/2)}{h}$$

  • \(B(m|n, P<b) = (n,m)^T P_{ab}^M(1-P_{ab})^{n-m}\)

\(P_{ab} = \frac{k}{n}\)