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[ascl:1808.009] py-sdm: Support Distribution Machines

py-sdm (Support Distribution Machines) is a Python implementation of nonparametric nearest-neighbor-based estimators for divergences between distributions for machine learning on sets of data rather than individual data points. It treats points of sets of data as samples from some unknown probability distribution and then statistically estimates the distance between those distributions, such as the KL divergence, the closely related Rényi divergence, L2 distance, or other similar distances.

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