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Add analytic Hessian bandwidth selection scripts#4

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soodoku merged 1 commit intomainfrom
codex/add-analytic-gradient-and-hessian-functionalities
Aug 17, 2025
Merged

Add analytic Hessian bandwidth selection scripts#4
soodoku merged 1 commit intomainfrom
codex/add-analytic-gradient-and-hessian-functionalities

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@soodoku
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@soodoku soodoku commented Aug 17, 2025

Summary

  • add analytic gradient and Hessian implementations for Gaussian and Epanechnikov kernels
  • implement Newton–Armijo optimizer for KDE bandwidth using analytic derivatives
  • provide analogous Nadaraya–Watson optimizer with analytic Hessian and simple CLI entry points

Testing

  • python src/kde_analytic_hessian.py --kernel gauss --h0 1.0 (fails: ModuleNotFoundError: No module named 'numpy')
  • python src/nw_analytic_hessian.py --kernel gauss --h0 1.0 (fails: ModuleNotFoundError: No module named 'numpy')
  • python -m pip install numpy (fails: Could not find a version that satisfies the requirement numpy)

https://chatgpt.com/codex/tasks/task_e_68a22c9bcd74832fa4f445d29326ecc1

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@soodoku soodoku merged commit 0ad9fde into main Aug 17, 2025
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@soodoku soodoku deleted the codex/add-analytic-gradient-and-hessian-functionalities branch August 17, 2025 19:32
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