> library(kernlab) > source("kernelDRest.r") ## read R-code > n <- 1000; m <- 1000 ## data size > de <- matrix(rnorm(n),n,1) # p_d: normal dist. > nu <- matrix(runif(m,min=-2,max=2),m,1) # p_n: uniform dist. > lambda.list <- (2^seq(-5,5))/min(n,m)^(0.9) # candicate of lambdas > # estimate density ratio (DR) by KuLSIF() > system.time(res <- KuLSIF(de,nu,lambda=lambda.list)) ## compute using single-core user system 40.708 0.747 41.472 > res ## show results > ## multi-core > library(snow) > ncore <- 24; cluster <- makeCluster(ncore,type="SOCK") ## compute using 24 cores > system.time(res <- KuLSIF(de,nu,lambda=lambda.list,cluster=cluster)) user system 0.555 0.032 11.455 > test <- seq(-3,3,l=100) ## generate test points > pred_w <- predict(res,test) ## prediction of DR value > pred_w ## show estimated DR values $r # DR value $nr # normalized DR value