DensityRatioEstimation.jl is a Julia package for efficient estimation of ratios of density functions. These ratios are useful in a wide set of applications including two-sample tests, outlier detection, distribution comparison and transfer learning:
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Amazing package!
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Very useful implementation for computing Kullback-Leibler divergence from samples
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DensityRatioEstimation.jl v1.3
Updated the extensions to improve the end-user experience, and the README with more instructions on how to load the different Convex.jl, JuMP.jl and Optim.jl backends.
It would be great to refactor the code in a way that relies on a generic “optimizer” model that can be passed to either Convex.jl or JuMP.jl. Any help is appreciated.
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