Mutual Information loss H about airlab

[connorlee77]

@ekhahniii the histograms are calculated via kernel density estimation. If you write out the multivariate version with a gaussian kernel, you'll notice you can decompose it into the product of two univariate kernels (ignoring any scaling terms). The matrix multiply operation combines this product as well as the summation.

[ekhahniii]

Hello, I too am curious about the formulation for calculating the joint histogram. Maybe you could comment a bit on the motivation for this line:

p_joint = th.mm(p_f, p_m.transpose(0, 1)).div(self._normalizer_2d)

@ChristophJud @RobinSandkuehler