python - 使用高斯核密度 (Python) 计算值与平均值的差异

Question

我使用此代码来计算此值的高斯核密度

from random import randint
x_grid=[]
for i in range(1000):
    x_grid.append(randint(0,4))
print (x_grid)

这是计算高斯核密度的代码

from statsmodels.nonparametric.kde import KDEUnivariate
import matplotlib.pyplot as plt

def kde_statsmodels_u(x, x_grid, bandwidth=0.2, **kwargs):
    """Univariate Kernel Density Estimation with Statsmodels"""
    kde = KDEUnivariate(x)
    kde.fit(bw=bandwidth, **kwargs)
    return kde.evaluate(x_grid)

import numpy as np
from scipy.stats.distributions import norm

# The grid we'll use for plotting
from random import randint
x_grid=[]
for i in range(1000):
    x_grid.append(randint(0,4))
print (x_grid)

# Draw points from a bimodal distribution in 1D
np.random.seed(0)
x = np.concatenate([norm(-1, 1.).rvs(400),
                    norm(1, 0.3).rvs(100)])

pdf_true = (0.8 * norm(-1, 1).pdf(x_grid) +
            0.2 * norm(1, 0.3).pdf(x_grid))

# Plot the three kernel density estimates
fig, ax = plt.subplots(1, 2, sharey=True, figsize=(13, 8))
fig.subplots_adjust(wspace=0)

pdf=kde_statsmodels_u(x, x_grid, bandwidth=0.2)
ax[0].plot(x_grid, pdf, color='blue', alpha=0.5, lw=3)
ax[0].fill(x_grid, pdf_true, ec='gray', fc='gray', alpha=0.4)
ax[0].set_title("kde_statsmodels_u")
ax[0].set_xlim(-4.5, 3.5)

plt.show()

网格中的所有值都在 0 e 4 之间。如果我收到一个新值 5，我想计算该值与平均值的不同，并为其分配一个介于 0 和 1 之间的分数。(设置阈值)

So if I receive as a new value 5 its score must be close to 0.90, while if I receive as a new value 500 its score must be close to 0.0.

我怎样才能做到这一点？我计算高斯核密度的函数是正确的还是有更好的方法/库来做到这一点？

* 更新 *
我在一篇论文中读到了一个例子。
洗衣机的重量通常为 100 公斤。通常供应商也使用公斤单位来表示其容量(例如 9 公斤)。对于人类来说，很容易理解 9 gk 是洗衣机的容量而不是总重量。我们可以在没有深入语言理解的情况下“伪造”这种形式的智能，而是通过
对每个训练数据上的值分布进行建模
属性。

对于给定的属性 a(例如洗衣机的重量)，令 Va = {va1, va2, ... . . van} (|Va| = n) 是产品对应的属性 a 的值集
在训练数据中。如果我发现一个新值 v 直觉上它“接近”(
从)Va 估计的分布，那么我们应该更有信心将此值分配给 a(例如洗衣机的重量)。

一个想法可能是通过以下方式测量标准偏差的数量
新值 v 不同于 Va 中值的平均值，但更好的方法是在 Va 上建模(高斯)核密度，然后将新值 v 的支持表示为该点的密度:



其中 σ^(2)ak 是第 k 个高斯的方差，Z 是
一个常数，以确保 S(c.s.v, Va) ∈ [0, 1]。如何使用 statsmodels 库在 Python 中获取它？

* 更新 2 *
数据示例...但我认为这不是很重要...
由这段代码生成...

from random import randint
x_grid=[]
for i in range(1000):
    x_grid.append(randint(1,3))
print (x_grid)

[2, 2, 1, 2, 2, 3, 1, 1, 1, 2, 2, 2, 1, 1, 3, 3, 1, 2, 1, 3, 2, 3, 3, 1, 2 , 3, 1, 1, 3, 2, 2, 1, 1, 1, 2, 3, 2, 1, 2, 3, 3, 2, 2, 3, 3, 2, 2, 1, 2, 1 , 2, 2, 3, 3, 1, 1, 2, 3, 3, 2, 1, 2, 3, 3, 3, 3, 2, 1, 3, 2, 2, 1, 3, 3, 1 , 2, 1, 3, 2, 3, 3, 1, 2, 3, 3, 2, 1, 2, 3, 2, 1, 1, 2, 1, 1, 2, 3, 2, 1, 2 , 2, 2, 3, 2, 3, 3, 1, 1, 3, 2, 1, 1, 3, 3, 3, 2, 1, 2, 2, 1, 3, 2, 3, 1, 3 , 1, 2, 3, 1, 3, 2, 2, 1, 1, 2, 2, 3, 1, 1, 3, 2, 2, 1, 2, 1, 2, 3, 1, 3, 3 , 1, 2, 1, 2, 1, 3, 1, 3, 3, 2, 1, 1, 3, 2, 2, 2, 3, 2, 1, 3, 2, 1, 1, 3, 3 , 3, 2, 1, 1, 3, 2, 1, 2, 2, 2, 1, 3, 1, 3, 2, 3, 1, 2, 1, 1, 2, 2, 2, 3, 3 , 3, 3, 2, 2, 2, 3, 1, 1, 2, 2, 1, 1, 1, 3, 3, 3, 3, 1, 3, 1, 3, 1, 1, 1, 2 , 1, 2, 1, 1, 2, 1, 3, 1, 2, 3, 1, 3, 2, 2, 2, 2, 2, 1, 1, 2, 3, 1, 1, 1, 3 , 1, 3, 2, 2, 3, 1, 3, 3, 2, 2, 3, 2, 1, 2, 1, 1, 1, 2, 2, 3, 2, 1, 1, 3, 1 , 2, 1, 3, 3, 3, 1, 2, 2, 2, 1, 1, 2, 2, 1, 2, 3, 1, 3, 2, 2, 2, 2, 2, 2, 1 , 3, 1, 3, 3, 2, 3, 2, 1, 3, 3, 3, 3, 3, 1, 2, 2, 2, 1, 1, 3, 2, 3, 1, 2, 3 , 2, 3, 2, 1, 1, 3, 3, 1, 1, 2, 3, 2, 3, 3, 2, 3, 3, 2, 3, 3, 3, 3, 3, 3, 3, 2, 1, 1, 2, 3, 2, 3, 1, 1, 1, 1, 2, 2, 2, 2, 1, 1, 2, 2, 1, 3, 1, 1, 2, 3, 1, 1, 2, 3, 1, 2, 3, 1, 2, 1, 3, 3, 2, 2, 3, 3, 3, 2, 1, 1, 2, 2, 3, 2, 3, 2, 1, 1, 1, 1, 2, 3, 1, 3, 3, 3, 2, 1, 2, 3, 1, 2, 1, 1, 2, 3, 3, 1, 1, 3, 2, 1, 3, 3, 2, 1, 1, 3, 1, 3, 1, 2, 2, 1, 3, 3, 2, 3, 1, 1, 3, 1, 2, 2, 1, 3, 2, 3, 1, 1, 3, 1, 3, 1, 2, 1, 3, 2, 2, 2, 2, 1, 3, 2, 1, 3, 3, 2, 3, 2, 1, 3, 1, 2, 1, 2, 3, 2, 3, 2, 3, 3, 2, 3, 3, 1, 1, 3, 2, 3, 2, 2, 2, 3, 1, 3, 2, 2, 3, 3, 2, 3, 2, 2, 2, 3, 3, 1, 3, 2, 3, 1, 1, 2, 1, 3, 1, 2, 2, 3, 3, 1, 3, 1, 1, 2, 2, 1, 3, 3, 3, 1, 2, 2, 2, 1, 3, 1, 2, 2, 2, 3, 3, 3, 1, 1, 2, 3, 3, 1, 1, 2, 3, 2, 3, 3, 2, 2, 1, 3, 3, 3, 3, 2, 3, 1, 3, 3, 2, 1, 3, 2, 1, 1, 3, 3, 2, 2, 2, 2, 1, 1, 1, 1, 2, 3, 3, 3, 2, 1, 3, 1, 1, 1, 1, 3, 1, 2, 3, 3, 3, 2, 3, 1, 2, 2, 2, 3, 2, 1, 2, 3, 3, 2, 3, 3, 1, 2, 3, 3, 3, 3, 2, 3, 3, 2, 1, 1, 1, 2, 3, 1, 3, 3, 2, 1, 3, 3, 3, 2, 2, 1, 2, 3, 2, 3, 3, 3, 3, 2, 3, 2, 1, 2, 1, 1, 3, 3, 3, 2, 2, 3 , 1, 3, 2, 1, 3, 1, 1, 3, 3, 1, 2, 2, 2, 3, 3, 1, 2, 1, 2, 1, 3, 2, 3, 3, 3 , 3, 3, 3, 3, 1, 2, 3, 1, 3, 3, 2, 2, 1, 3, 1, 1, 3, 2, 1, 2, 3, 2, 1, 3, 3 , 3, 2, 3, 1, 2, 3, 3, 1, 2, 2, 2, 3, 1, 2, 1, 1, 1, 3, 1, 3, 1, 3, 3, 2, 3 , 1, 3, 2, 3, 3, 1, 2, 1, 3, 2, 2, 2, 2, 2, 2, 1, 2, 2, 3, 2, 2, 3, 2, 2, 2 , 3, 1, 1, 3, 3, 1, 3, 1, 2, 1, 2, 1, 3, 2, 2, 1, 3, 1, 3, 3, 1, 3, 1, 1, 1 , 1, 3, 2, 1, 2, 3, 1, 1, 3, 1, 1, 3, 1, 3, 3, 3, 1, 1, 3, 1, 3, 2, 2, 2, 1 , 1, 2, 3, 3, 2, 3, 3, 1, 2, 3, 2, 2, 3, 1, 2, 2, 2, 1, 1, 3, 1, 2, 2, 2, 1 , 1, 2, 3, 1, 3, 1, 1, 3, 2, 2, 3, 2, 2, 3, 3, 1, 1, 2, 2, 3, 1, 1, 2, 3, 2 , 2, 3, 1, 2, 2, 1, 1, 3, 2, 3, 1, 1, 3, 1, 3, 2, 3, 3, 3, 3, 3, 2, 2, 3, 2 , 1, 1, 1, 3, 3, 1, 2, 1, 3, 2, 3, 2, 2, 1, 2, 3, 3, 1, 1, 1, 1, 3, 3, 1, 3 , 3, 1, 1, 3, 1, 3, 1, 3, 2, 3, 1, 3, 3, 3, 1, 1, 2, 2, 3, 2, 3, 2, 2, 1, 2 , 1, 2, 1, 2, 2, 3, 1, 1, 3, 2, 2, 3, 2, 3, 3, 2, 2, 2, 2, 2, 2, 3, 2, 3, 1 , 2, 2, 1, 1, 2, 3, 3, 1, 3, 3, 1, 3, 3, 1, 3, 2, 2, 2, 1, 1, 2, 1, 3, 1, 1 , 1, 2, 3, 3, 2, 3, 1, 3]

这个数组代表市场上新智能手机的内存……通常它们有 1、2、3 GB 的内存。

这就是核密度



*** 更新

我尝试使用此值的代码

[1024, 1, 1024, 1000, 1024, 128, 1536, 16, 192, 2048, 2000, 2048, 24, 250, 256, 278, 288, 290, 3072, 3, 3000, 3072, 32, 384, 4096, 4, 4096, 448, 45, 512, 576, 64, 768, 8, 96]

这些值都以 mb 为单位......你认为这工作正常吗？我想我必须设定一个阈值

      100%      cdfv      kdev
1       42  0.210097  0.499734
1024    96  0.479597  0.499983
5000     0  0.000359  0.498885
2048    36  0.181609  0.499700
3048     8  0.040299  0.499424

* 更新 3 *

[256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 512, 512, 512, 256, 256, 256, 512, 512, 512, 128, 128, 128, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 2048, 2048, 2048, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 128, 128, 128, 512, 512, 512, 256, 256, 256, 256, 256, 256, 1024, 1024, 1024, 512, 512, 512, 128, 128, 128, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 4, 4, 4, 3, 3, 3, 24, 24, 24, 8, 8, 8, 16, 16, 16, 16, 16, 16, 256, 256, 256, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 512, 512, 512, 512, 512, 512, 256, 256, 256, 256, 256, 256, 256, 256, 256, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 2048, 2048, 2048, 2048, 2048, 2048, 4096, 4096, 4096, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 768, 768, 768, 768, 768, 768, 2048, 2048, 2048, 2048, 2048, 2048, 3072, 3072, 3072, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 1024, 1024, 1024, 512, 512, 512, 256, 256, 256, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 3072, 3072, 3072, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 512, 512, 512, 256, 256, 256, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 512, 512, 512, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 64, 64, 64, 1024, 1024, 1024, 1024, 1024, 1024, 256, 256, 256, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 64, 64, 64, 64, 64, 64, 128, 128, 128, 128, 128, 128, 128, 128, 128, 128, 128, 128, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 128, 128, 128, 576, 576, 576, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 576, 576, 576, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 512, 512, 512, 2048, 2048, 2048, 768, 768, 768, 768, 768, 768, 768, 768, 768, 512, 512, 512, 192, 192, 192, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 384, 384, 384, 448, 448, 448, 576, 576, 576, 384, 384, 384, 288, 288, 288, 768, 768, 768, 384, 384, 384, 288, 288, 288, 64, 64, 64, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 3072, 3072, 3072, 2048, 2048, 2048, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 64, 64, 64, 128, 128, 128, 128, 128, 128, 128, 128, 128, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 256, 256, 256, 768, 768, 768, 768, 768, 768, 768, 768, 768, 256, 256, 256, 192, 192, 192, 256, 256, 256, 64, 64, 64, 256, 256, 256, 192, 192, 192, 128, 128, 128, 256, 256, 256, 192, 192, 192, 288, 288, 288, 288, 288, 288, 288, 288, 288, 288, 288, 288, 128, 128, 128, 128, 128, 128, 384, 384, 384, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 3072, 3072, 3072, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 3072, 3072, 3072, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 32, 32, 32, 768, 768, 768, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 3072, 3072, 3072, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 256, 512, 512, 512, 512, 512, 512, 256, 256, 256, 512, 512, 512, 512, 512, 512, 512, 512, 512, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 128, 128, 128, 128, 128, 128, 1024, 1024, 1024, 1024, 1024, 1024, 128, 128, 128, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 3072, 3072, 3072, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 256, 256, 256, 256, 256, 256, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 3072, 3072, 3072, 2048, 2048, 2048, 384, 384, 384, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 3072, 3072, 3072, 3072, 3072, 3072, 3072, 3072, 3072, 128, 128, 128, 256, 256, 256, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 768, 768, 768, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 128, 128, 128, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 64, 64, 64, 64, 64, 64, 256, 256, 256, 512, 512, 512, 512, 512, 512, 512, 512, 512, 16, 16, 16, 3072, 3072, 3072, 3072, 3072, 3072, 256, 256, 256, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 512, 512, 512, 32, 32, 32, 1024, 1024, 1024, 1024, 1024, 1024, 256, 256, 256, 256, 256, 256, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 32, 32, 32, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 512, 512, 512, 1, 1, 1, 1024, 1024, 1024, 32, 32, 32, 32, 32, 32, 45, 45, 45, 8, 8, 8, 512, 512, 512, 256, 256, 256, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 16, 16, 16, 4, 4, 4, 4, 4, 4, 4, 4, 4, 16, 16, 16, 16, 16, 16, 16, 16, 16, 64, 64, 64, 8, 8, 8, 8, 8, 8, 8, 8, 8, 64, 64, 64, 64, 64, 64, 256, 256, 256, 64, 64, 64, 64, 64, 64, 512, 512, 512, 512, 512, 512, 512, 512, 512, 32, 32, 32, 32, 32, 32, 32, 32, 32, 128, 128, 128, 128, 128, 128, 128, 128, 128, 32, 32, 32, 128, 128, 128, 64, 64, 64, 64, 64, 64, 16, 16, 16, 256, 256, 256, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 256, 256, 256, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 256, 256, 256, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 256, 256, 256, 256, 256, 256, 1024, 1024, 1024, 1024, 1024, 1024, 256, 256, 256, 3072, 3072, 3072, 3072, 3072, 3072, 128, 128, 128, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 128, 128, 128, 128, 128, 128, 64, 64, 64, 256, 256, 256, 256, 256, 256, 512, 512, 512, 768, 768, 768, 768, 768, 768, 16, 16, 16, 32, 32, 32, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 512, 512, 512, 2048, 2048, 2048, 1024, 1024, 1024, 3072, 3072, 3072, 3072, 3072, 3072, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 3072, 3072, 3072, 3072, 3072, 3072, 3072, 3072, 3072, 3072, 3072, 3072, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 3072, 3072, 3072, 3072, 3072, 3072, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 64, 64, 64, 96, 96, 96, 512, 512, 512, 64, 64, 64, 64, 64, 64, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 3072, 3072, 3072, 3072, 3072, 3072, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 512, 512, 512, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 64, 64, 64, 64, 64, 64, 256, 256, 256, 1024, 1024, 1024, 512, 512, 512, 256, 256, 256, 512, 512, 512, 1024, 1024, 1024, 512, 512, 512, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 512, 512, 512, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 3072, 3072, 3072, 3072, 3072, 3072, 2048, 2048, 2048, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 1024, 2048, 2048, 2048, 2048, 2048, 2048, 1024, 1024, 1024, 2048, 2048, 2048, 3072, 3072, 3072, 2048, 2048, 2048]

如果我尝试将此数字作为新值，则使用此数据

# new values
x = np.asarray([128,512,1024,2048,3072,2800])

3072 出现问题(所有值均以 MB 为单位)。

这是结果:

      100%      cdfv      kdev
128     26  0.129688  0.499376
512     55  0.275874  0.499671
1024    91  0.454159  0.499936
2048    12  0.062298  0.499150
3072     0  0.001556  0.498364
2800     1  0.004954  0.498573

我不明白为什么会发生这种情况...... 3072 值在数据中出现了很多时间......
这是我的数据的直方图……这很奇怪，因为 3072 和 4096 都有一些值。

Answer 1

一些一般性评论，但不涉及 statsmodels 的详细信息。

statsmodels 也有 cdf 内核，但我不记得它们的工作情况，而且我认为它没有自动选择带宽。

与 ali_m 在评论中链接到的 glen_b 的答案相关:

随着样本的增长，cdf 估计比密度估计更快地收敛到真实分布。为了平衡偏差 - 方差权衡，我们应该为 cdf 内核使用较小的带宽，这相对于密度估计来说不够平滑。估计值应该比相应的密度估计值更准确。

尾部观察数:

如果您在样本中的最大观测值为 4，并且您想知道 5 处的 cdf，那么您的数据没有关于它的信息。对于只有很少观测值的尾部，非参数估计器(如核分布估计器)的方差相对而言会很大(是 1e-5 还是 1e-20？)。

作为核密度或核分布估计的替代方案，我们可以估计尾部的帕累托分布。例如，取最大的 10% 或 20% 的观测值并拟合帕累托分布，并使用它来推断尾部密度。
有几个用于幂律估计的 Python 包，可用于此。

更新

下面显示了如何使用参数正态分布假设和固定带宽的高斯核密度估计来计算“离群点”。

只有当样本来自连续分布或可以由连续分布近似时，这才是真正正确的。我们在这里假装 只有 3 个不同值的样本来自正态分布。
本质上，计算的 cdf 值就像距离度量，而不是离散随机变量的概率。

这使用来自 scipy.stats 的 kde 固定带宽，而不是 statsmodels 版本。

我不确定如何在 scipy 的 gaussian_kde 中设置带宽，因此，我的固定带宽选择等于 scale很可能是错误的。如果只有三个不同的值，我不知道如何选择带宽，数据中没有足够的信息。默认带宽用于近似正态分布或至少是单峰分布。

import numpy as np
from scipy import stats

# data
ram = np.array([2, <truncated from data in description>, 3])

loc = ram.mean()
scale = ram.std()

# new values
x = np.asarray([-1, 0, 2, 3, 4, 5, 100])

# assume normal distribution
cdf_val = stats.norm.cdf(x, loc=loc, scale=scale)
cdfv = np.minimum(cdf_val, 1 - cdf_val)

# use gaussian kde but fix bandwidth
kde = stats.gaussian_kde(ram, bw_method=scale)
kde_val = np.asarray([kde.integrate_box_1d(-np.inf, xx) for xx in  x])
kdev = np.minimum(kde_val, 1 - kde_val)


#print(np.column_stack((x, cdfv, kdev)))
# use pandas for prettier table
import pandas as pd
print(pd.DataFrame({'cdfv': cdfv, 'kdev': kdev}, index=x))

'''
          cdfv      kdev
-1    0.000096  0.000417
 0    0.006171  0.021262
 2    0.479955  0.482227
 3    0.119854  0.199565
 5    0.000143  0.000472
 100  0.000000  0.000000
 '''