## Relative unconstrained Least-Squares Importance Fitting (RuLSIF)## IntroductionRuLSIF is an algorithm to directly estimate the relative denisty-ratio: where is a parameter. In addition, using RuLSIF, the relative Pearson divergence (rPE) can be efficiently estimated. The Matlab code provides the function that computes the relative density-ratio and relative Pearson divergence (rPE). ## Download## Examples (Toy data)Same distribution Different distribution ## AcknowledgementI am grateful to Prof. Masashi Sugiyama for his support in developing this software. ## ContactI am happy to have any kind of feedbacks. E-mail: yamada AT sg DOT cs DOT titech DOT ac DOT jp ## ReferenceYamada, M., Suzuki, T., Kanamori, T., Hachiya, H., & Sugiyama, M. |