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A Julia package for density ratio estimation
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README.md

DensityRatioEstimation.jl

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To get started, read the introduction.

Supported methods

Infinite moment matching based on maximum mean discrepancy (MMD)

  • Numerical solution with optional positivity and normalisation constraints
  • Analytical solution with no constraint

References

Sugiyama M, Suzuki T, Kanamori T. Density ratio estimation in machine learning. Cambridge University Press, 2012.

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