This repository contains code for our ICML 2020 paper "Model Fusion with Kullback–Leibler Divergence", S. Claici, M. Yurochkin, S. Ghosh and J. Solomon.
The code is written in Python3 and depends on cvxpy, numpy, sklearn, scipy, POT, and matplotlib for plotting.
run_simulation_with_plots.py demonstrates how to use KL-fusion on simulated data and reproduces Figures 6 and 7.