Softwares

The following software programs were developed when I was in Tokyo Institute of Technology.

Feature selection

• Hilbert-Schmidt Independence Criterion Lasso (HSIC Lasso)

Density ratio estimation methods

• Relative uLSIF (RuLSIF)

• Gaussian Mixture KLIEP (GM-KLIEP)

• Least-squres Hetero-distributional Subspace Search (LHSS)

• See also Prof. Sugiyama's webpage

Density ratio applications

• Least-Squares Independence Regression (LSIR) (Causal inference)

• Least-Squares Object Matching (LSOM) (Cross-domain object matching)

• Sufficient Component Analysis (SCA) (Sufficient dimension reduction)

• Change Point Detection using RuLSIF

Classification

• Least-Squares Probabilistic Classifier (LSPC) (Classification)

• Importance Weighted Kernel Logistic Regression (IWKLR) (Classification)

Some useful tools

• Multivariate Kernel Density Estimation for dummies (Matlab)