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refine references
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11 changes: 3 additions & 8 deletions README.Rmd
Expand Up @@ -132,23 +132,18 @@ The package is available on PyPI (Python Package Index).
- Hido, S., Y. Tsuboi, H. Kashima, M. Sugiyama, and T. Kanamori.
**Statistical outlier detection using direct density ratio estimation.**
Knowledge and Information Systems, 2011.

- Kanamori, T., S. Hido, and M. Sugiyama.
**A Least-squares Approach to Direct Importance Estimation.**
**A least-squares approach to direct importance estimation.**
Journal of Machine Learning Research, 2009.

- Liu, S., M. Yamada, N. Collier, M. Sugiyama.
**Change-point detection in time-series data by relative density-ratio estimation.**
Neural Net, 2013

- Sugiyama, M., S. Nakajima, H. Kashima, P. von Bünau, and M. Kawanabe.
**Direct importance estimation with model selection and its application to covariate shift adaptation.**
NIPS 2007.

- Sugiyama, M., T. Suzuki, and T. Kanamori.
**Density Ratio Estimation in Machine Learning.**
**Density ratio estimation in machine learning.**
Cambridge University Press, 2012.

- Yamada, M., T. Suzuki, T. Kanamori, H. Hachiya, and M. Sugiyama.
**Relative Density-Ratio Estimation for Robust Distribution Comparison.**
**Relative density-ratio estimation for robust distribution comparison.**
NIPS 2011.
55 changes: 34 additions & 21 deletions README.md
Expand Up @@ -26,9 +26,10 @@ respectively, estimate `w(x) = p(x) / q(x)`, where `x` and `y` are
d-dimensional real numbers.

The estimated density ratio function `w(x)` can be used in many
applications such as **anomaly detection** \[1\] and **covariate shift
adaptation** \[2\]. Other useful applications about density ratio
estimation were summarized by Sugiyama et al. (2012) \[3\].
applications such as **anomaly detection** \[Hido et al. 2011\],
**changepoint detection** \[Liu et al. 2013\], and **covariate shift
adaptation** \[Sugiyama et al. 2007\]. Other useful applications about
density ratio estimation were summarized by \[Sugiyama et al. 2012\].

The package **densratio** provides a function `densratio()`. The
function outputs an object that has a function to estimate density
Expand Down Expand Up @@ -97,18 +98,23 @@ The source code for **densratio** package is available on GitHub at

## 3\. Details

`densratio()` has `method` argument that you can pass `"uLSIF"` or
`"KLIEP"`.
`densratio()` has `method` argument that you can pass `"uLSIF"`,
`"RuSLIF"`, or `"KLIEP"`.

- **uLSIF** (unconstrained Least-Squares Importance Fitting) is the
default method. This algorithm estimates density ratio by minimizing
the squared loss. You can find more information in Hido et al.
(2011) \[1\].
the squared loss. You can find more information in \[Kanamori et
al. 2009\] and \[Hido et al. 2011\].

- **KLIEP** (Kullback-Leibler Importance Estimation Procedure) is the
another method. This algorithm estimates density ratio by minimizing
Kullback-Leibler divergence. You can find more information in
Sugiyama et al. (2007) \[2\].
- **RuLSIF** (Relative unconstrained Least-Squares Importance
Fitting). This algorithm estimates relative density ratio by
minimizing the squared loss. You can find more information in
\[Yamada et al. 2011\] and \[Liu et al. 2013\].

- **KLIEP** (Kullback-Leibler Importance Estimation Procedure). This
algorithm estimates density ratio by minimizing Kullback-Leibler
divergence. You can find more information in \[Sugiyama et
al. 2007\].

There is a vignette for the package. For more detail, read it.

Expand All @@ -133,13 +139,20 @@ The package is available on PyPI (Python Package Index).

## 5\. References

\[1\] Hido, S., Tsuboi, Y., Kashima, H., Sugiyama, M., & Kanamori, T.
**Statistical outlier detection using direct density ratio estimation.**
Knowledge and Information Systems 2011.

\[2\] Sugiyama, M., Nakajima, S., Kashima, H., von Bünau, P. & Kawanabe,
M. **Direct importance estimation with model selection and its
application to covariate shift adaptation.** NIPS 2007.

\[3\] Sugiyama, M., Suzuki, T. & Kanamori, T. **Density Ratio Estimation
in Machine Learning.** Cambridge University Press 2012.
- Hido, S., Y. Tsuboi, H. Kashima, M. Sugiyama, and T. Kanamori.
**Statistical outlier detection using direct density ratio
estimation.** Knowledge and Information Systems, 2011.
- Kanamori, T., S. Hido, and M. Sugiyama. **A least-squares approach
to direct importance estimation.** Journal of Machine Learning
Research, 2009.
- Liu, S., M. Yamada, N. Collier, M. Sugiyama. **Change-point
detection in time-series data by relative density-ratio
estimation.** Neural Net, 2013
- Sugiyama, M., S. Nakajima, H. Kashima, P. von Bünau, and M.
Kawanabe. **Direct importance estimation with model selection and
its application to covariate shift adaptation.** NIPS 2007.
- Sugiyama, M., T. Suzuki, and T. Kanamori. **Density ratio estimation
in machine learning.** Cambridge University Press, 2012.
- Yamada, M., T. Suzuki, T. Kanamori, H. Hachiya, and M. Sugiyama.
**Relative density-ratio estimation for robust distribution
comparison.** NIPS 2011.

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