This repository contains a pytorch implementation of HSIC-loss used in the paper https://arxiv.org/abs/1910.00270 (ICML2020).
If x,y
represent two batches of samples from random variables X,Y
, calling
HSIC(x,y,s_x,s_y)
would compute the Hilbert-Schmidt Independence Criterion between them.
This code uses Gaussian kernels, and the parameters s_x,s_y
represent their width.