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A Python implementation of Kernel Mean Matching data reweighting algorithm

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py-kmm

A Python implementation of Kernel Mean Matching data reweighting algorithm

Prerequisites

  1. Numpy
  2. Matplotlib
  3. Cvxopt

References

  1. Gretton, Arthur, et al. "Covariate shift by kernel mean matching." Dataset shift in machine learning 3.4 (2009): 5.
  2. Huang, Jiayuan, et al. "Correcting sample selection bias by unlabeled data." Advances in neural information processing systems. 2006.

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A Python implementation of Kernel Mean Matching data reweighting algorithm