Python implementation of the nonparametric divergence estimators described by Barnabas Poczos, Liang Xiong, Jeff Schneider (2011). Nonparametric divergence estimation with applications to machine learning on distributions. Uncertainty in Artificial Intelligence. ( http://autonlab.org/autonweb/20287.html ) and also their use in support vector machines, as described by Dougal J. Sutherland, Liang Xiong, Barnabas Poczos, Jeff Schneider (2012). Kernels on Sample Sets via Nonparametric Divergence Estimates. ( http://arxiv.org/abs/1202.0302 ).
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