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Density Sketch
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Builds a coreset from the given set of input points.
Provides density estimate at a given point.
Based on the following paper: Zohar Karnin, Edo Liberty
"Discrepancy, Coresets, and Sketches in Machine Learning"
https://proceedings.mlr.press/v99/karnin19a/karnin19a.pdf
Inspired by the following implementation: https://github.com/edoliberty/streaming-quantiles/blob/f688c8161a25582457b0a09deb4630a81406293b/gde.py
.. autoclass:: datasketches.density_sketch
:members:
:undoc-members:
.. autoclass:: datasketches.GaussianKernel
:members: