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Kernel centres semi-stratified selection without replacement #21

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@mierzejk mierzejk commented Aug 27, 2023

The pull request revises the way kernel centres are selected. The following changes have been introduced:

  • np.random.choice to sample input data without replacement;
  • np.percentile so samples are stratified with respect to (possibly multivariate) x values.

I call this manner of centre selection semi-stratified, because the final result is concatenated independently from every column of the second array dimension, where indices are chosen randomly from quantiles returned by np.percentile.

Resolves the following issues:

- use np.random.choice to sample input data without replacement;
- use np.percentile so samples are stratified with respect to (possibly multivariate) x values.
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Please note that all commits covered by this pull request are also included in #23 Aggregated pull request.

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instable results Choosing kernel centers from test data
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