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MDL Optimal Histogram Density Estimation

This package provides a Cython-accelerated implementation of the Minimum Description Length (MDL) optimal histogram density estimation algorithm from Kontkanen & Myllymaki (2007). It uses information-theoretic principles to automatically determine optimal variable-width bins for density estimation.

Freedman-Diaconis vs. MDL-Optimization

Features

  • MDL Principle: Uses stochastic complexity for model selection
  • Dynamic Programming: Efficient O(E²·K_max) optimization (cache parametric complexity computation, speed up)
  • Score of each Kth bin: The score of each bin is returned to understand the performance of different properties of the same dataset.
  • Variable-Width Bins: Adapts to data density variations
  • Automatic Bin Count: No manual parameter tuning required (except maximum bin count to consider $K_{max}$ and data resolution $\epsilon$)
  • Cython Acceleration: Critical operations compiled to C

Installation

You can install the package using pip:

pip install MDL-Density-Histogram

Alternatively, you can install it from source by cloning the repository and running:

# From project root directory
pip install .

Requires:

  • Python 3.11+
  • NumPy
  • Cython
  • C compiler (GCC/Clang/MSVC)

Usage Example

import numpy as np
from mdl_density_hist import mdl_optimal_histogram

# Generate sample data
data = np.random.normal(0, 1, 1000)

# Compute optimal histogram
cut_points, K_scores = mdl_optimal_histogram(data, epsilon=0.1)

# Print score of each bin
print(f"K_scores: {K_scores}")

# Visualize result
import matplotlib.pyplot as plt
plt.hist(data, bins=cut_points, density=True)
plt.title('MDL Optimal Histogram')
plt.show()

Parameters

  • data: Input array (1D numpy array)
  • epsilon: Quantization precision (default: 0.1)
  • K_max: Maximum number of bins (default: 10)

Algorithm Highlights

  • Uses Ramanujan's factorial approximation for efficient parametric complexity
  • Cache parameteric complexity to speed up computation

Paper Citation

Kontkanen, P., & Myllymäki, P. (2007).
MDL Histogram Density Estimation
Journal of Machine Learning Research 8 (2007) PDF

License

Apache 2.0 License - See LICENSE file

Project Structure

src/
├── mdl_density_hist/
│   ├── __init__.py
│   └── mdl_hist.pyx  # Core Cython implementation
└── pyproject.toml

Performance Notes

  • Precomputed parametric complexity using dynamic programming
  • Memory-optimized array operations via NumPy
  • Candidate cut point pruning for reduced search space

For implementation details, see the paper and inline code comments.

Metadata

Release files for MDL-Density-Histogram 1.2.3

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for MDL-Density-Histogram 1.2.3
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Built distributions (wheels)

Table of built distributions (wheels) for MDL-Density-Histogram 1.2.3
File
mdl_density_histogram-1.2.3-cp314-cp314t-win_arm64.whl CPython 3.14 CPython 3.14 free-threading Windows ARM64 Details
mdl_density_histogram-1.2.3-cp314-cp314t-win_amd64.whl CPython 3.14 CPython 3.14 free-threading Windows x86-64 Details
mdl_density_histogram-1.2.3-cp314-cp314t-musllinux_1_2_x86_64.whl CPython 3.14 CPython 3.14 free-threading Linux musl 1.2+ x86-64 Details
mdl_density_histogram-1.2.3-cp314-cp314t-musllinux_1_2_aarch64.whl CPython 3.14 CPython 3.14 free-threading Linux musl 1.2+ ARM64 Details
mdl_density_histogram-1.2.3-cp314-cp314t-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl CPython 3.14 CPython 3.14 free-threading Linux glibc 2.17+ x86-64, Linux glibc 2.28+ x86-64 Details
mdl_density_histogram-1.2.3-cp314-cp314t-manylinux2014_aarch64.manylinux_2_17_aarch64.manylinux_2_28_aarch64.whl CPython 3.14 CPython 3.14 free-threading Linux glibc 2.17+ ARM64, Linux glibc 2.28+ ARM64 Details
mdl_density_histogram-1.2.3-cp314-cp314t-macosx_11_0_arm64.whl CPython 3.14 CPython 3.14 free-threading macOS 11.0+ ARM64 Details
mdl_density_histogram-1.2.3-cp314-cp314t-macosx_10_15_x86_64.whl CPython 3.14 CPython 3.14 free-threading macOS 10.15+ x86-64 Details
mdl_density_histogram-1.2.3-cp314-cp314-win_arm64.whl CPython 3.14 CPython 3.14 Windows ARM64 Details
mdl_density_histogram-1.2.3-cp314-cp314-win_amd64.whl CPython 3.14 CPython 3.14 Windows x86-64 Details
mdl_density_histogram-1.2.3-cp314-cp314-musllinux_1_2_x86_64.whl CPython 3.14 CPython 3.14 Linux musl 1.2+ x86-64 Details
mdl_density_histogram-1.2.3-cp314-cp314-musllinux_1_2_aarch64.whl CPython 3.14 CPython 3.14 Linux musl 1.2+ ARM64 Details
mdl_density_histogram-1.2.3-cp314-cp314-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl CPython 3.14 CPython 3.14 Linux glibc 2.17+ x86-64, Linux glibc 2.28+ x86-64 Details
mdl_density_histogram-1.2.3-cp314-cp314-manylinux2014_aarch64.manylinux_2_17_aarch64.manylinux_2_28_aarch64.whl CPython 3.14 CPython 3.14 Linux glibc 2.17+ ARM64, Linux glibc 2.28+ ARM64 Details
mdl_density_histogram-1.2.3-cp314-cp314-macosx_11_0_arm64.whl CPython 3.14 CPython 3.14 macOS 11.0+ ARM64 Details
mdl_density_histogram-1.2.3-cp314-cp314-macosx_10_15_x86_64.whl CPython 3.14 CPython 3.14 macOS 10.15+ x86-64 Details
mdl_density_histogram-1.2.3-cp313-cp313-win_arm64.whl CPython 3.13 CPython 3.13 Windows ARM64 Details
mdl_density_histogram-1.2.3-cp313-cp313-win_amd64.whl CPython 3.13 CPython 3.13 Windows x86-64 Details
mdl_density_histogram-1.2.3-cp313-cp313-musllinux_1_2_x86_64.whl CPython 3.13 CPython 3.13 Linux musl 1.2+ x86-64 Details
mdl_density_histogram-1.2.3-cp313-cp313-musllinux_1_2_aarch64.whl CPython 3.13 CPython 3.13 Linux musl 1.2+ ARM64 Details
mdl_density_histogram-1.2.3-cp313-cp313-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl CPython 3.13 CPython 3.13 Linux glibc 2.17+ x86-64, Linux glibc 2.28+ x86-64 Details
mdl_density_histogram-1.2.3-cp313-cp313-manylinux2014_aarch64.manylinux_2_17_aarch64.manylinux_2_28_aarch64.whl CPython 3.13 CPython 3.13 Linux glibc 2.28+ ARM64, Linux glibc 2.17+ ARM64 Details
mdl_density_histogram-1.2.3-cp313-cp313-macosx_11_0_arm64.whl CPython 3.13 CPython 3.13 macOS 11.0+ ARM64 Details
mdl_density_histogram-1.2.3-cp313-cp313-macosx_10_13_x86_64.whl CPython 3.13 CPython 3.13 macOS 10.13+ x86-64 Details
mdl_density_histogram-1.2.3-cp312-cp312-win_arm64.whl CPython 3.12 CPython 3.12 Windows ARM64 Details
mdl_density_histogram-1.2.3-cp312-cp312-win_amd64.whl CPython 3.12 CPython 3.12 Windows x86-64 Details
mdl_density_histogram-1.2.3-cp312-cp312-musllinux_1_2_x86_64.whl CPython 3.12 CPython 3.12 Linux musl 1.2+ x86-64 Details
mdl_density_histogram-1.2.3-cp312-cp312-musllinux_1_2_aarch64.whl CPython 3.12 CPython 3.12 Linux musl 1.2+ ARM64 Details
mdl_density_histogram-1.2.3-cp312-cp312-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl CPython 3.12 CPython 3.12 Linux glibc 2.17+ x86-64, Linux glibc 2.28+ x86-64 Details
mdl_density_histogram-1.2.3-cp312-cp312-manylinux2014_aarch64.manylinux_2_17_aarch64.manylinux_2_28_aarch64.whl CPython 3.12 CPython 3.12 Linux glibc 2.17+ ARM64, Linux glibc 2.28+ ARM64 Details
mdl_density_histogram-1.2.3-cp312-cp312-macosx_11_0_arm64.whl CPython 3.12 CPython 3.12 macOS 11.0+ ARM64 Details
mdl_density_histogram-1.2.3-cp312-cp312-macosx_10_13_x86_64.whl CPython 3.12 CPython 3.12 macOS 10.13+ x86-64 Details
mdl_density_histogram-1.2.3-cp311-cp311-win_arm64.whl CPython 3.11 CPython 3.11 Windows ARM64 Details
mdl_density_histogram-1.2.3-cp311-cp311-win_amd64.whl CPython 3.11 CPython 3.11 Windows x86-64 Details
mdl_density_histogram-1.2.3-cp311-cp311-musllinux_1_2_x86_64.whl CPython 3.11 CPython 3.11 Linux musl 1.2+ x86-64 Details
mdl_density_histogram-1.2.3-cp311-cp311-musllinux_1_2_aarch64.whl CPython 3.11 CPython 3.11 Linux musl 1.2+ ARM64 Details
mdl_density_histogram-1.2.3-cp311-cp311-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl CPython 3.11 CPython 3.11 Linux glibc 2.17+ x86-64, Linux glibc 2.28+ x86-64 Details
mdl_density_histogram-1.2.3-cp311-cp311-manylinux2014_aarch64.manylinux_2_17_aarch64.manylinux_2_28_aarch64.whl CPython 3.11 CPython 3.11 Linux glibc 2.17+ ARM64, Linux glibc 2.28+ ARM64 Details
mdl_density_histogram-1.2.3-cp311-cp311-macosx_11_0_arm64.whl CPython 3.11 CPython 3.11 macOS 11.0+ ARM64 Details
mdl_density_histogram-1.2.3-cp311-cp311-macosx_10_9_x86_64.whl CPython 3.11 CPython 3.11 macOS 10.9+ x86-64 Details

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This release

1.2.3 This release

41 release files

1.2.1

41 release files

1.1.5

41 release files

1.1.4

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1.1.3

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1.1.2

30 release files

1.1.1

18 release files

0.2.2

18 release files

0.1.2

45 release files

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