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The first term makes sense to me, and subtracting m accounts for the summation over i != j (since diagonal of RBF kernel will add to m). Likewise for second term.
However the third term seems to be missing a factor 1 / (m*n).
Apologies if I'm missing something obvious, but the estimate defined in equation (3) of https://www.jmlr.org/papers/volume13/gretton12a/gretton12a.pdf looks slightly different to the MMD estimate implemented here.
The first term makes sense to me, and subtracting
m
accounts for the summation overi != j
(since diagonal of RBF kernel will add tom
). Likewise for second term.However the third term seems to be missing a factor
1 / (m*n)
.opt-mmd/two_sample/mmd.py
Lines 44 to 49 in 5c02a92
Is this implementation intended to match the estimate linked above?
Cheers
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