Question: density estimation on weighted data
Issue #41
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Is it possible to do supervised density estimation in bnpy? I have a dataset where each sample of the data has a certain likelihood. So far I have been using sklearns GMM's and extended the EM by adding a layer of the supervised likelihood in the E-step. But I would like to use a more comprehensive library, including DP GMM's.
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Thanks for your interest! Unfortunately, we only support unsupervised models currently. I'd love to have some supervised functionality in the future, but won't get around to it for at least a few months.