adapt.metrics.neg_j_score

adapt.metrics.neg_j_score(Xs, Xt, max_centers=100, sigma=None)[source]

Compute the negative J-score between Xs and Xt.

\[\Delta = -\int_{\mathcal{X}} P(X_T) \log(P(X_T) / P(X_S))\]

Where:

  • \(P(X_S), P(X_T)\) are the probability density functions of Xs and Xt.

The source and target probability density functions are approximated with a mixture of gaussian kernels of bandwith sigma and centered in max_centers random points of Xt. The coefficient of the mixture are determined by solving a convex optimization (see [1])

Parameters
Xsarray

Source array

Xtarray

Target array

max_centersint (default=100)

Maximum number of centers from Xt

sigmafloat (default=None)

Kernel bandwidth. If None, the mean of pairwise distances between data from Xt is used.

Returns
scorefloat

See also

KLIEP

References

1

[1] M. Sugiyama, S. Nakajima, H. Kashima, P. von Bünau and M. Kawanabe. “Direct importance estimation with model selection and its application to covariateshift adaptation”. In NIPS 2007