KL Estimator #423
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KL Estimator #423
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Overall no performance regression 
However, the new KL, which is supposed to have a lower variance, exploded for some reason... 
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This was referenced Jun 21, 2023
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This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread. |
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Closing the issue for now. |
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This PR uses the better KL estimator from http://joschu.net/blog/kl-approx.html. The estimator should have a lower variance and is unbiased.