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Add an option for feature importance from KL-divergence #11

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erikerlandson opened this issue Nov 12, 2017 · 0 comments
Open

Add an option for feature importance from KL-divergence #11

erikerlandson opened this issue Nov 12, 2017 · 0 comments

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@erikerlandson
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Kullback-Leibler Divergence Estimation of Continuous Distributions
Fernando P ́erez-Cruz
Department of Electrical Engineering
Princeton University
Princeton, New Jersey 08544
Email: [email protected]

http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.422.5121&rep=rep1&type=pdf

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