Estimation Robustness ===================== The benefit of this estimator over the standard MLE estimator is that it comes with robustness guarantees to outliers or contaminated data. As an example, we estimate the mean for a Gaussian random variable. .. doctest:: :options: +ELLIPSIS, +NORMALIZE_WHITESPACE >>> from regmmd import MMDEstimator >>> from regmmd.utils import print_summary >>> >>> x = rng.normal(loc=0, scale=1.5, size=(50,)) >>> >>> # We contaminate only one sample >>> x[42] = 100 >>> >>> mmd_estim = MMDEstimator( ... model="gaussian", ... par_v=None, ... par_c=None, ... kernel="Gaussian", ... solver={"type": "GD", ... "burnin": 500, ... "n_step": 1000, ... "stepsize": 1, ... "epsilon": 1e-4 ... }, ... random_state=42 ... ) >>> res = mmd_estim.fit(X=x) >>> print(np.mean(x)) 2.153118443631034 >>> print(res["estimator"][0]) 0.07003082198862483