DOC Add glossary entry 'density estimator'
@@ -835,7 +835,13 @@ Class APIs and Estimator Types
* :term:`predict` if :term:`inductive`
density estimator
- TODO
+ An :term:`unsupervised` estimation of input probability density
+ function. Commonly used techniques are:
+
+ * :ref:`kernel_density` - uses a kernel function, controlled by the
+ bandwidth parameter to represent density;
+ * :ref:`Gaussian mixture <mixture>` - uses mixture of Gaussian models
+ to represent density.
estimator
estimators
