perhaps bug in the median trick
Opened this issue · 2 comments
kayhan-batmanghelich commented
Hi Dougal,
Maybe I am missing something but in the notebook example (and perhaps in other places), the median trick was not done correctly. In the median trick, sigma (inverse of gamma) should be set to median or quartile of distance. So, gamma should 1/median. In your code, it is another way around. If that is a bug, that affects the rescale
option in rbf
code.
Thanks,
djsutherland commented
Hmm, you're right. It looks like it's just in the notebook, the code itself doesn't have any rescaling options. I'll fix and rerun the notebook tonight.
kayhan-batmanghelich commented
Hi Dougal
I might be wrong but I think skl_group package might have rescaling wrong
too. If rescale is True, it should divide distances by median not multiply.
I think I also saw something along that line in the cython code in the mmd
folder of mmd package as well. You might want to double check.
Thanks
Apologies for any spelling errors - sent from my 'smart' phone.
…On Feb 23, 2017 1:02 PM, "Dougal J. Sutherland" ***@***.***> wrote:
Hmm, you're right. It looks like it's just in the notebook, the code
itself doesn't have any rescaling options. I'll fix and rerun the notebook
tonight.
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