How to normalize Kernel Density Estimation using scikit?
<p>I am using KDE for multi-class classification. I am implementing it using scikit.
As mentioned on the website, the KDE for a point x is defined as,<br>
<a href="https://i.stack.imgur.com/dJLJc.gif" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/dJLJc.gif" alt=""></a></p>

<p>Should I normalize the result while comparing different kernel density estimates for different classes?</p>

<p>Link for KDE:<br>
<a href="http://scikit-learn.org/stable/modules/density.html#kernel-density-estimation" rel="nofollow noreferrer">http://scikit-learn.org/stable/modules/density.html#kernel-density-estimation</a></p>