Kernel Density Estimation (KDE) is a non-parametric technique that estimates the underlying distribution by smoothing data points with localized kernel functions.
KDE produces a smooth, continuous estimate of the distribution and does not require manually choosing bin sizes like histograms.
KDE has applications in anomaly detection, density-based clustering, feature engineering, and generative modeling in machine learning.
Challenges with KDE include computational complexity and bandwidth selection, which can be optimized using techniques like Fast Fourier Transform or cross-validation.