djsutherland/mmd

perhaps bug in the median trick

Opened this issue · 2 comments

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,

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.