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The rfsd package was used produce the experiments for:

Jonathan H. Huggins, Lester Mackey. Random Feature Stein Discrepancies. In Proc. of the 32nd Annual Conference on Neural Information Processing Systems (NIPS), 2018.

Installation

To rfsd package requires you to install the kgof package:

pip install git+https://github.com/wittawatj/kernel-gof.git

Then:

pip install git+https://bitbucket.org/jhhuggins/random-feature-stein-discrepancies.git

The experiments from the paper can be reproduced by running each script with its default arguments. Or, in the case of run_gof_experiment.py, once with each of the commmands null, laplace, student-t, and rbm.