Utilities for estimating divergences between Gaussian mixture models.
Project description
gmm-divergence
Utilities for estimating divergences between Gaussian mixture models.
This package is under active development. APIs, estimators, and numerical behavior may change between early releases.
Current Scope
The package currently includes:
- A typed Gaussian mixture representation
- Density and log-density evaluation for full and diagonal covariance mixtures
- Sampling from Gaussian mixtures
- KL divergence estimators based on Monte Carlo sampling and unscented sigma points
Installation
This project is not yet intended for stable production use. For development, install it from a local checkout:
python -m pip install -e .
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